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Do socially responsible investment indexes outperform conventional indexes?
Managi, Shunsuke; Okimoto, Tatsuyoshi; Matsuda, Akimi - In: Applied financial economics 22 (2012) 16/18, pp. 1511-1527
Persistent link: https://www.econbiz.de/10009625856
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International indexing as a means of portfolio diversification
Saritas, Hakan; Aygoren, Hakan - In: Applied financial economics 15 (2005) 18, pp. 1299-1304
Persistent link: https://www.econbiz.de/10003229109
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S&P 500 Index reconstitutions and information asymmetry
Baran, L. C.; King, T. H. D. - In: Applied financial economics 24 (2014) 10/12, pp. 777-791
Persistent link: https://www.econbiz.de/10010402561
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Back to the future : an empirical investigation into the validity of stock index models over time
Summers, Barbara; Griffiths, Evan; Hudson, Robert - In: Applied financial economics 14 (2004) 3, pp. 209-214
Persistent link: https://www.econbiz.de/10001915523
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Optimization of technical rules by genetic algorithms : evidence from the Madrid stock market
Fernández Rodríguez, Fernando; González-Martel, Christian - In: Applied financial economics 15 (2005) 11, pp. 773-775
Persistent link: https://www.econbiz.de/10003016841
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Portfolio performance : factors or benchmarks?
Matallin-Saez, Juan C. - In: Applied financial economics 17 (2007) 13/15, pp. 1167-1178
Persistent link: https://www.econbiz.de/10003590565
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Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: Applied financial economics 15 (2005) 17, pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
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Optimal market indices using value-at-risk : a first empirical approach for three stock markets
Andreu Sugranyes, Jordi; Torra, Salvador - In: Applied financial economics 19 (2009) 13/15, pp. 1163-1170
the market. The best an investor can do is buy and hold 'the market' through a market index. Taking into account the … Portfolio Theory into market index construction. Everybody accepts market indices as an essential part of finance, but nobody … some markets they beat the actual market index. …
Persistent link: https://www.econbiz.de/10003886015
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Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios
Kenny, Peppi M.; Johnson, Don T.; Kunkel, Robert A. - In: Applied financial economics 23 (2013) 22/24, pp. 1865-1870
Persistent link: https://www.econbiz.de/10010337246
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Style consistency of hedge fund indexes across providers
Kugler, Peter; Henn-Overbeck, Jacqueline; Zimmermann, Heinz - In: Applied financial economics 20 (2010) 4/6, pp. 355-369
equal across the different providers for the same style. Our findings reveal a substantial degree of heterogeneity of index …
Persistent link: https://www.econbiz.de/10003963180