Is Fundamental Indexation able to time the market? : evidence from the Dow Jones Industrial Average and the Russell 1000
Doris Chen, Michael Dempsey, Paul Lajbcygier
| Year of publication: |
July 2015
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|---|---|
| Authors: | Chen, Doris ; Dempsey, Michael ; Lajbcygier, Paul |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 37.2015, p. 162-177
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| Subject: | Indexing | Market capitalized weighted index | Fundamental weighted index | Equal weighted index | Market timing | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Index-Futures | Index futures | Indexberechnung | Index construction | Theorie | Theory | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475058