Index Fundamentalism Revisited — Redux

The findings in "Index Fundamentalism Revisited" on the relative performance of Vanguard synthetic active and index portfolios are explained largely by differing exposures to the value and small–stock premiums. Other findings such as the relative 15–year annualized returns and relative 2000–2002 performance of the two portfolios are similarly explained. Left unexplained is the synthetic active portfolio's lower volatility relative to the synthetic index portfolio

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Year of publication:	2017
Authors:	Kizer, Jared
Publisher:	[2017]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Portfolio Management, Vol. 31, No. 2, pp. 112-119, 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt Volltext nicht verfügbar
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012952635