Research and publications

Seeing through the Smoke Screen of Fundamental Indexers: What are the Issues with Alternative Equity Index Strategies?

With an ever-growing number of alternative index construction methods on offer, investors should, in principle, be thankful for comparative analysis. Such comparison has recently been provided in several articles written by promoters of fundamentally-based equity indices.

Author(s):

Noël Amenc, Felix Goltz, Shuyang Ye

Summary:

With an ever-growing number of alternative index construction methods on offer, investors should, in principle, be thankful for comparative analysis. Such comparison has recently been provided in several articles written by promoters of fundamentally-based equity indices.

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Type : Working paper
Date : 25/06/2012
Keywords :

Indexes and Benchmarking