Demystifying Equal Weighting

The idea of accessing risk premia through the use of index-based funds and ETFs has been gaining momentum in recent years. MSCI Risk Premia Indices aim to reflect well-known equity premia to stock characteristics such as value, size, or momentum. Among the risk premia indices, equally-weighted indices are some of the oldest and most well-known. In this paper, we revisit the rationale behind equal weighting and profile their recent performance

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Year of publication:	2014
Authors:	Bender, Jennifer
Publisher:	[2014]: [S.l.] : SSRN

Extent:	1 Online-Ressource (12 p)
Series:	MSCI Research Insights, June 2012
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 31, 2012 erstellt
Other identifiers:	10.2139/ssrn.2543983 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013039557