Jun, Derek; Malkiel, Burton G. - In: European Financial Management 14 (2008) 1, pp. 118-126
"Considerable recent interest has been shown in a new set of stock-market indices that are weighted by fundamental factors such as sales, earnings, dividends or book values, rather than by capitalization. In this paper, we analyze the performance of Fundamental Indexing™ ("FI"). First, we show...