Fundamental Indexation
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DOI: 10.2469/faj.v61.n2.2718
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Cited by:
- Bertrand, Philippe & Lapointe, Vincent, 2015.
"How performance of risk-based strategies is modified by socially responsible investment universe?,"
International Review of Financial Analysis, Elsevier, vol. 38(C), pages 175-190.
- Philippe Bertrand & Vincent Lapointe, 2015. "How performance of risk-based strategies is modified by socially responsible investment universe?," Post-Print hal-01833066, HAL.
- Derek Jun & Burton G. Malkiel, 2008. "New Paradigms in Stock Market Indexing," Working Papers 1050, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Jordan Bowes & Marcel Ausloos, 2021. "Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?," JRFM, MDPI, vol. 14(7), pages 1-30, June.
- Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
- Natascia Angelini & Giacomo Bormetti & Stefano Marmi & Franco Nardini, 2012. "Value matters: Predictability of Stock Index Returns," Papers 1204.5055, arXiv.org, revised Jul 2013.
- Chen, Chen & Chen, Rong & Bassett, Gilbert W., 2007. "Fundamental indexation via smoothed cap weights," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3486-3502, November.
- Derek Jun & Burton G. Malkiel, 2008. "New Paradigms in Stock Market Indexing," Working Papers 1050, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Gianluca Oderda, 2015. "Stochastic portfolio theory optimization and the origin of rule-based investing," Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1259-1266, August.
- Myles Brennan & Adam Kobor & Vidhya Rustaman, 2011. "Diversifying market and default risk in high grade sovereign bond portfolios," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 49-74, Bank for International Settlements.
- Chabakauri, Georgy & Rytchkov, Oleg, 2014. "Asset pricing with index investing," LSE Research Online Documents on Economics 60739, London School of Economics and Political Science, LSE Library.
- N’Golo Koné, 2020. "Regularized Maximum Diversification Investment Strategy," Econometrics, MDPI, vol. 9(1), pages 1-23, December.
- Alain Guéniche & Philippe Dupuy & Wan Ni Lai, 2023. "Price contingent and price-volume contingent portfolio strategies," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 173-183, May.
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