Fundamentally based indexes

Results: 49



#Item
41Investment / Financial markets / Financial ratios / Financial services / Fundamentally based indexes / Beta / Capital asset pricing model / Alpha / Rebalancing investments / Financial economics / Finance / Mathematical finance

Posted SSRN[removed]Last Revised[removed]Smart Beta versus Smart Alpha Bruce I. Jacobs and Kenneth N. Levy

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Source URL: www.jlem.com

Language: English - Date: 2014-05-07 16:09:33
42S&P 500 / P/E ratio / Rate of return / Stock market / Investment / Volatility / Fundamentally based indexes / Financial ratios / Financial economics / Finance

277 Park Avenue, 49th Fl., New York, NY[removed]Ph: [removed]F: [removed]January 31, 2014 Dear Friend, In spite of rising interest rates, fear of sequester impact and a slowing China, US equity markets

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Source URL: www.integreadvisors.com

Language: English - Date: 2014-02-06 18:00:25
43Financial markets / Economics / Investment / Fundamentally based indexes / Stock market index / P/E ratio / Investment management / Stock market / Sharpe ratio / Financial economics / Financial ratios / Finance

Cass Consulting An evaluation of alternative equity indices Part 2: Fundamental weighting schemes Professor Andrew Clare, Dr Nick Motson and Professor Stephen Thomas

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:01:55
44Financial economics / S&P 500 / Index / Dow Jones Industrial Average / Dow Jones Indexes / Fundamentally based indexes / Economics / Dow Jones & Company / Economy of the United States

PRACTICE ESSENTIALS® U.S. EQUITIES 202 | U.S. Equal Weight Indexing A look at the S&P 500® versus the S&P 500 Equal Weight Index

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Source URL: www.spindices.com

Language: English - Date: 2014-02-12 16:22:59
45Financial markets / Funds / Stock market / Stock market index / Portfolio / Exchange-traded fund / Russell / Tel Aviv Stock Exchange / Fundamentally based indexes / Financial economics / Investment / Finance

THE COMPACT MODEL PORTFOLIO: ITS METHODOLOGY, BENCHMARK AND PERFORMANCE GRAHAM L. GILLER 1. I NTRODUCTION AND M ETHODOLOGY In this document we describe the construction and performance of a U.S. equity

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Source URL: www.gillerinvestments.com

Language: English - Date: 2008-06-27 08:12:40
46Financial markets / Investment / Mathematical finance / Fama–French three-factor model / Financial risk / Capital asset pricing model / Portfolio / Cost of capital / Fundamentally based indexes / Financial economics / Economics / Finance

Are the Fama and French Factors Global or Country Specific? John M. Griffin

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Source URL: faculty.som.yale.edu

Language: English - Date: 2003-02-19 18:23:30
47Financial markets / Funds / Financial services / Stock market / Fundamentally based indexes / Robert D. Arnott / Invesco / Dow Jones Indexes / Capitalization-weighted index / Financial economics / Investment / Finance

Fundamental Index Methodology ®

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Source URL: www.invescopowershares.com

Language: English - Date: 2013-02-04 12:23:12
48Investment / Russell Investments / Stock market index / Fundamentally based indexes / Dow Jones & Company / Economics / Russell Top 50 Index / Dow Jones Indexes / Russell Indexes / Financial markets / Financial economics

Russell Global Indexes Construction and Methodology

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Source URL: www.russell.com

Language: English - Date: 2013-06-10 12:21:31
49Financial markets / Investment / Financial ratios / Mathematical finance / Fundamentally based indexes / Capitalization-weighted index / Stock market index / P/E ratio / Capital asset pricing model / Financial economics / Finance / Economics

PDF Document

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Source URL: www.princeton.edu

Language: English - Date: 2008-06-05 10:43:44
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