Tracking Biased Weights : Asset Pricing Implications of Value-Weighted Indexing
Year of publication: |
December 2020
|
---|---|
Authors: | Jiang, Hao |
Other Persons: | Vayanos, Dimitri (contributor) ; Zheng, Lu (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
2020: Cambridge, Mass : National Bureau of Economic Research |
Subject: | CAPM | Systematischer Fehler | Bias | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Theorie | Theory | Index | Index number |
Extent: | 1 Online-Ressource illustrations (black and white) |
---|---|
Series: | NBER working paper series ; no. w28253 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | System requirements: Adobe [Acrobat] Reader required for PDF files Mode of access: World Wide Web Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w28253 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tracking Biased Weights : Asset Pricing Implications of Value-Weighted Indexing
Jiang, Hao, (2021)
-
Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao, (2020)
-
Strategic trading by index funds and liquidity provision around S&P 500 index additions
Green, Tracy Clifton, (2011)
- More ...
-
Tracking Biased Weights : Asset Pricing Implications of Value-Weighted Indexing
Jiang, Hao, (2021)
-
Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao, (2020)
-
Tracking biased weights : asset pricing implications of value-weighted indexing
Jiang, Hao, (2020)
- More ...