Is index concentration an inevitable consequence of market-capitalization weighting?
Lisa R. Goldberg, Ananth Madhavan, Harrison Selwitz, and Alexander Shkolnik
| Year of publication: |
2023
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|---|---|
| Authors: | Goldberg, Lisa ; Madhavan, Ananth Narayan ; Selwitz, Harrison ; Shkolnik, Alexander |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 21.2023, 2, p. 50-71
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| Subject: | Index | concentration | breadth | power law | turnover | reflecting Brownian motion | Theorie | Theory | Index number | Unternehmenskonzentration | Market concentration | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014390410