Fundamental indexation: An active value strategy in disguise
- 29 September 2008
- journal article
- Published by Springer Nature in Journal of Asset Management
- Vol. 9 (4) , 264-269
- https://doi.org/10.1057/jam.2008.23
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- Fundamental Indexation and International DiversificationThe Journal of Portfolio Management, 2008
- “Fundamentally Flawed Indexing”: CommentsCFA Magazine, 2008
- “Why Fundamental Indexation Might—or Might Not—Work”: A CommentCFA Magazine, 2008
- Fundamental indexation in EuropeJournal of Asset Management, 2008
- The Volatility EffectThe Journal of Portfolio Management, 2007
- Fundamental IndexationCFA Magazine, 2005
- Value versus Growth: The International EvidenceThe Journal of Finance, 1998
- Momentum StrategiesThe Journal of Finance, 1996
- The Cross‐Section of Expected Stock ReturnsThe Journal of Finance, 1992
- Evidence of Predictable Behavior of Security ReturnsThe Journal of Finance, 1990