Contents

Foreword
Preface
Acknowledgements  
Chapter 1. Introduction  
Chapter 2. Identifying Skilled Active Managers  
Chapter 3. Index Fund Investing  
Chapter 4. Asset Allocation Policy and Its Implications for Manager Selection  
Chapter 5. Setting Weights for Active and Index Managers  
Chapter 6. The Dynamics of Manager Selection: Performance Analysis, Monitoring, and Fee Incentives  
Chapter 7. Research Findings on Manager Selection  
Chapter 8. Issues for Financial Advisers  
Chapter 9. Manager Selection for Global Markets and Alternative Asset Classes  
Chapter 10. Key Recommendations and Best Practices  
Appendix A. The Mathematics of the Arithmetic of Active Management  
Appendix B. The Mathematics of Optimal Asset Allocation  
Appendix C. The Mathematics of Optimal Manager Allocation  
Appendix D. Definitions of Optimization Parameters  
Appendix E. Excel  
References

Manager Selection (CFA Institute).pdf
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