[BOOK][B] Investment beliefs: A positive approach to institutional investing

K Koedijk, A Slager - 2010 - books.google.com
Having the right investment beliefs and putting them into practice is key to delivering the
right results. Decision makers in the investment industry should worry less about the stocks …

Low-(economic) volatility investing

J Chong, GM Phillips - The Journal of Wealth Management, 2012 - search.proquest.com
Low-volatility investing has recently witnessed a surge in media coverage and experienced
renewed interest in academic research. We assess various low-(economic) volatility …

Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000

D Chen, M Dempsey, P Lajbcygier - Journal of International Financial …, 2015 - Elsevier
Fundamental Indexation weights stock according to a firm's economic size, not stock price or
market capitalization. This means that at least in theory, unlike traditional market …

A comparison of the forecasting ability of immediate price impact models

MC Pham, HN Duong, P Lajbcygier - Journal of Forecasting, 2017 - Wiley Online Library
As a consequence of recent technological advances and the proliferation of algorithmic and
high‐frequency trading, the cost of trading in financial markets has irrevocably changed …

[BOOK][B] Stock Markets, Investments and Corporate Behavior: A Conceptual Framework of Understanding

M Dempsey - 2015 - books.google.com
" Stock Markets, Investments and Corporate Behavior examines the nature of stock market
growth and decline, the function of financial markets, and their implications for commercial …

Fundamental weighting

BS Branch, L Cai - Journal of Applied Finance (Formerly Financial …, 2010 - papers.ssrn.com
Herein we compare the performance of fundamental weighted indexes to a traditional value
weighted index on a back tested basis. Working with the pre-selected S&P 500 components …

[HTML][HTML] Analysis of fundamental indexation as an efficient approach to active investing

V Maksim - Review of Business and Economics Studies, 2018 - cyberleninka.ru
For many years researchers have been arguing on whether active investing is superior to
passive investing by giving theoretical and empirical rationale underlying their beliefs. A …

The Performance of Fundamental Indexes: An Application on Istanbul Stock Exchange

H Küçükşahin, E Coşkun - Ege Academic Review, 2020 - dergipark.org.tr
In this study, the performance of the indexes constructed via fundamental values which
are among the alternative indexing strategies, and the performance of the capitalization …

The viability of alternative indexation when including all costs

P Lajbcygier, J Sojka - International Review of Financial Analysis, 2015 - Elsevier
We ascertain the performance and viability of alternative indexation after including all
relevant costs. Onerous costs, associated with forgoing the automatic rebalancing of …

Learn More About the Equal Sector Strategy of Select Sector SPDRs

A Conconi, M Demidow, P Klein… - The Journal of Wealth …, 2013 - search.proquest.com
Sturm [2010] find that an equally weighted portfolio of sector ETFs outperformed the S&P
500 on both an absolute and risk-adjusted basis over the 2000-2007 period. State Street …