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Financial markets / Investment / Mathematical finance / Financial services / Fundamentally based indexes / Stock market index / Robert D. Arnott / Capitalization-weighted index / Fama–French three-factor model / Financial economics / Economics / Finance


An Examination of Traditional Style Indices The Journal of Index Investing:Downloaded from www.iijournals.com by Jason Hsu onIt is illegal to make unauthorized copies of this article, forward t
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Document Date: 2011-12-13 12:50:23


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City

Newport Beach / /

Company

MSCI / Research Aff iliates LLC / EXHIBIT 3 Annualized Performance / Research & Investment Management / Research Affiliates LLC / Russell U.S. / Bloomberg / Shimizu / Fundamental Index Series A / /

Continent

Europe / /

Country

United States / /

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Event

M&A / /

Facility

University of California / /

IndustryTerm

finance / /

MarketIndex

EXHIBIT / Russell 1000 growth / PROPOSAL FOR BETTER STYLE / Russell 2000 / Russell 2000 Growth / Russell / MSCI Global Small Cap / JOURNAL OF / MSCI style / Russell 2000 Value / Russell 1000 value / MSCI World / /

NaturalFeature

Indices FALL / /

Organization

UCLA / School of Management in Los Angeles / U.S. Treasury / University of California / San Diego / /

Person

H IMANSHU SURTI / Kenneth French / Jason Hsu / Bryce Little / VITALI K ALESNIK / Arnott / VITALI KALESNIK / HIMANSHU SURTI JASON HSU / Dewey Palmieri / /

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Position

driver / vice president / threefactor model / research associate / professor of finance / CEO / /

Product

Fama / /

ProvinceOrState

California / /

PublishedMedium

Journal of Finance / Journal of Investment Management / Financial Analysts Journal / Journal of Financial Economics / /

Technology

alpha / html / pdf / http / /

URL

http /

SocialTag