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Apr 24, 2017 12:24 am. EST  
 
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Active Index Investing -- Maximizing Portfolio Performance and Minimizing Risk through Global Index Strategies
Edited by Steven A. Schoenfeld 

 
//   Table of Contents


Foreword – The Role of Indexing and Benchmarks in Developing Sound Investment Approaches   
By Don Phillips - Morningstar

Preface and Acknowledgements 

Contributors

About the Editor 

Chapter 1 – Indexing is Active  - The Meaning of Active Indexing and the Interconnected Themes of the Book 
By Steven Schoenfeld    

 

 

Part One - The Indexing Revolution – Theory and Practice

Introduction - A Third of a Century of Indexing, and the Revolution has Just Begun… 
By Steven Schoenfeld

Chapter 2 - The Foundations of Indexing  - Theoretical and Practical Underpinnings of a Heretical Concept 
By Binu George, Steven Schoenfeld, and Jim Wiandt
Sidebar – An interview with Jack Bogle, by Jim Wiandt
Sidebar – Interview with Bill Fouse, by Jim Wiandt 

Chapter 3 - The Ever-Evolving Uses of Indexing – and Why the “Index vs. Active” Debate is Over 
By Francis Enderle, Binu George, Matthew Scanlan & Steven Schoenfeld   

Chapter 4 -  Market Uncertainty and the Role of Indexing
By Adele Kohler 

 

 

Part Two - Benchmarks – The Foundation for Indexing… And All Investing

Introduction to Part Two

Chapter 5  - The Vital Role and Fundamental  Importance of Benchmarks 
By Steven Schoenfeld, Larry Siegel and Pamela Cloyd
Sidebar – The Importance of Capitalization Weighting
Sidebar – The Importance of  Float Adjustment – the Yahoo! Example, by Larry Siegal
Web-only Sidebar - S&P's Momentous Move to Free Float, by David Blitzer 

Chapter 6 - Perfection Impossible - Best Practices for Index Construction Methodology  
By Steven Schoenfeld 
Sidebar – Don’t Stop at Seven – Additional Criteria to Assess the Appropriateness of a Benchmark Index
Sidebar- The Impact of Benchmarks on Markets and Institutions, by Larry Siegal 
Web-only Sidebar – The Balancing Act of Constructing Benchmark Indexes, by Khalid Ghayur 

Chapter 7  -  Ideal Index Construction, by Gus Sauter 
Sidebar - Key Global Index Families and Flagship U.S. Equity Indexes, by Steven Schoenfeld and John Spence
Web-Only Sidebars - Essays by executives of the major global index providers  (see SUPPLEMENTAL MATERIALS and SIDEBARS section on left Nav Bar) 

Chapter 8 - U.S. Equity Benchmarks – Splicing and Dicing the U.S. Equity Market by Broad Cap, Size and Style  Indexes
By Gardner Platt, Brad Pope and Chad Rakvin
Sidebar - MSCI’s New U.S. Equity Index Family, by Eric Brandhorst
Sidebar  The S&P/Citigroup US Equity Benchmarks, by Melinda Chu
Web-only Sidebar - Is the S&P SuperComposite Super? by Arlene Rockefeller 

Chapter  9 - International/Global Equity Benchmarks for North American Investors
By Steven Schoenfeld and Robert Ginis
Web-only Sidebar -  Global Equity Benchmarks, by Hugh Wilson

Chapter 10 – Fixed Income Benchmarks 
By Vache Mahseredjian and Mark Friebel
Sidebar - Commodity Indexes, by David Burkhart and Mark Friebel

Chapter 11– Hedge Fund Benchmarks and Asset Allocation
By Mark Anson, Ph.D.  
Sidebar – The Expanding World of Investable Hedge Fund Index Products, by Simon Hookway and Steven Schoenfeld

Chapter 12 - Using Indexes as Analytical Tools: as Viewing Changes in the World's Stock Markets through the Benchmarks
By Mark Sladkus

Chapter 13 - Socially Responsible Investment and Index Benchmarks
By Peter Wall
Sidebar – Corporate Governance and Indexation, by Steven Schoenfeld and Stephen Wallenstein

 

 

Part Three - The Ever-Expanding Variety and Flexibility of Index Products – a Global Overview

Chapter 14 - The Wide World of Index Products  - Building Blocks for an Efficient Portfolio  
By Steven Schoenfeld & Joy Yang  
Sidebar –  Definitions of key indexation/quantitative finance terminology
Sidebar - Indexing in China, Yi Zheng Ph.D
Sidebar - Indexing in Brazil, Steven Schoenfeld and Stephen Wallenstein 

Chapter 15  - Enhanced Indexing: Adding ‘Index Alpha’ in a Disciplined, Risk-controlled Manner 
By Steven Schoenfeld and Joy Yang

Chapter 16 -  Exchange-Traded Funds: A Flexible and Efficient Investment Tool
By Yigal Jhirad,  Omer Ozkul, and David Qian
Sidebar – Fixed Income ETFs in Europe – A New Revolution for European Investors, by Elizabeth Para

Chapter 17  –  Indexing Real Estate
By James S. Keagy
Sidebar – What’s in a REIT? 

Chapter 18 - Active Indexing: Sophisticated Strategies with Index Vehicles
By Steven Schoenfeld, Robert Ginis and Niklas Nordenfelt   
Sidebar - Using a Value Index Strategy to Address Style Mismatch in Overall Portfolio , by John Krimmel
Sidebar – How do Sophisticate Active Managers use Index Products? An interview with Aje Saigal of the Government of Singapore Investment Corporation
Web-only Sidebar – The ActiveIndex Strategist - How Investors and Traders Can Use ETFs to Implement Technical Market Signals, by Steven Schoenfeld
Web-only Sidebar - Hedge Fund Indexing – A Square Peg in a Round Hole? by Adele Kohler 

 

 

Part Four   Managing Index Funds – It’s Anything but Passive!

Introduction to Part Four – A unique ‘insiders’ perspective on the art and science of managing index funds

Chapter 19 - Fundamental Index Portfolio Management Concepts and Techniques  
By Steven Schoenfeld and Kevin Maeda
Sidebar – Managing the True Costs of Index Strategies, by James Creighton and Alex Matturri

Chapter 20 - The Unique Challenges of US Equity Index Management     
By Amy Schioldager, Will Hahn, Ed Hoyt and Jane Leung
Web-only Sidebar - Managing the Russell Reconstitution 

Chapter 21 - Delivering Performance in International Equity Indexing 
By Eleanor DeFreitas, Robert Ginis, Creighton Jue, Tom McCutchen, Steven Schoenfeld, and Amy Whitelaw
Sidebar – The 23 Hour Working Day
Sidebar – ADRs and ADR Indexes: More Taste, Less Filling, by Kevin Maeda and Steven Schoenfeld 
Web-only Sidebar – Managing Political and Financial Risk in International Index Funds from B-Z – Brazil, Malaysia, Russia, Zimbabwe 1997 - 2000   By Steven Schoenfeld and Robert Ginis
Web-only Resource –  International Stock Index Futures Contracts 

Chapter 22 - Managing Fixed Income Index Funds
By Elizabeth Para and Partha Dasgupta 

Chapter 23 - Managing Exchange-Traded Funds 
By Patrick O’Connor and Lisa Chen
Sidebar – A Day in the life of an ETF Portfolio Manager, by Patrick O’Connor 

Chapter 24 - Index-based Separate Accounts (SMAs)  – Delivering on the Performane Promise
By Mark Adams, Kevin Maeda and Steven Schoenfeld 
  

 

 

Part Five  - Pulling It All Together – How to Use Index Products to Build an Efficient, Risk-controlled Investment Strategy

Introduction to Part Five 

Chapter 25 - Choosing among Index Vehicles: How Does an Institutional Investor Select and Investment Product? 
By Barbara Muller and Joanne Hill
Sidebars (‘3 Essentials’) -  Futures Pricing Essentials, ETF Pricing Essentials, Options Pricing Essentials  

Chapter 26 - How and Why Large Pension Plans Use Index-based Strategies as their Core Investments  
By Nancy Calkins
Sidebar – State of Oregon’s Blend of Index and Enhanced Index Strategies, by Mike Mueller
Sidebar – PFA’s use of Index Strategies, and Its Importance for a Japanese Pension Fund, by Yasuchika Asaoka 

Chapter 27 - Tax Efficient Indexation 
By Mark Zurack  

Chapter 28 - Indexing for Advisors: A Sophisticated Strategy for Professional Investment Advisors and their Clients
By Michael Chasnoff
Sidebar - How Financial Advisors ETFs to Minimize Taxation, by Joyce Franklin 

Chapter 29 - Indexing for Individual Investors 
By Gary Gensler and Greg Baer 

Chapter 30 - Indexing at the Core - The Four Key Axioms for Long-Term Investment Success
By Steven Schoenfeld   

Chapter 31 - The Future of Indexing: The Revolution Has Just Begun!
By Steven Schoenfeld

 

 

Appendix

A Guide to the book’s “E-ppendix” on  

Abridged Glossary of Indexation and Quantitative Investment Terminology  (unabridged version available on this site)

Abridged Bibliography and Research Resources (unabridged version available on this site)

Index
 





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