Earning alpha by avoiding the index rebalancing crowd
Robert D. Arnott, Christopher Brightman, Vitali Kalesnik, Lillian Wu
| Year of publication: |
2023
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|---|---|
| Authors: | Arnott, Rob ; Brightman, Christopher ; Kalesnik, Vitali ; Wu, Lillian |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 79.2023, 2, p. 76-97
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| Subject: | indexation | optimal trading | passive investing | portfolio construction | transaction costs | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Aktienindex | Stock index | Kapitalanlage | Financial investment | Investmentfonds | Investment Fund | Index | Index number | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2023.2173506 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014291963