Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index
Year of publication: |
2009
|
---|---|
Authors: | Tabner, Isaac T. |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 13.2009, 3-4, p. 209-228
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | stock index benchmarks | incremental returns | incremental standard deviation | portfolio diversification | capitalization weights | index concentration | performance measurement |
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