Equal-weighting and value-weighting : which one is better?
Year of publication: |
2022
|
---|---|
Authors: | Qin, Nan ; Singal, Vijay |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 58.2022, 2, p. 743-768
|
Subject: | Indexing | Equally-weighted index | Stock return bias | Jensen's inequality | Capital gains tax | Wertzuwachssteuer | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Index | Index number | Systematischer Fehler | Bias |
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