Fundamental indexation revisited : new evidence on alpha
Mirco Balatti, Chris Brooks, Konstantina Kappou
| Year of publication: |
May 2017
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| Authors: | Balatti, Mirco ; Brooks, Chris ; Kappou, Konstantina |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 51.2017, p. 1-15
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| Subject: | Indexing | Passive investing | Fundamentally weighted index | Market capitalisation weighted index | Noise in price | Aktienindex | Stock index | Indexberechnung | Index construction | Index | Index number | Portfolio-Management | Portfolio selection | Index-Futures | Index futures | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Indexbindung | Indexation | Investmentfonds | Investment Fund | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.02.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868655