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This paper examines the effect that biofuels production has had on commodity and global food prices. The innovative contribution of this paper is the interactive spreadsheet that allows the reader to choose the assumptions behind the estimates. By allowing the reader to choose the country, time...
Persistent link: https://www.econbiz.de/10014209350
After reviewing the methodologies behind the more popular quantitative investment strategies offered to investors as passive equity indices, the authors devised an integrated evaluation framework. They found that the strategies outperform their cap-weighted counterparts largely owing to exposure...
Persistent link: https://www.econbiz.de/10013120021
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A simulated portfolio deliberately based on stale price data — a Rip Van Winkle index fund — has both substantially higher performance and lower volatility than a portfolio that uses up-to-date cap weights. This holds true over the past 67 years in the United States and over shorter...
Persistent link: https://www.econbiz.de/10012963519
After reviewing the methodologies behind the more popular quantitative investment strategies offered to investors as passive equity indices, the authors devised an integrated evaluation framework. They found that the strategies outperform their cap-weighted counterparts largely owing to exposure...
Persistent link: https://www.econbiz.de/10013008775
Persistent link: https://www.econbiz.de/10011926569