[BOOK][B] Investment beliefs: A positive approach to institutional investing
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
500 on both an absolute and risk-adjusted basis over the 2000-2007 period. State Street …