Samaniego, Angel; Rodríguez Reyes, Luis Raúl - In: Revista de métodos cuantitativos para la economía y … 26 (2018), pp. 269-293
In a passive investing strategy through indexation, the portfolio performance will depend largely on the ability to choose the best index. In this paper, we study the performance of four of the main stock indices in Mexico with the intention of selecting the best one for a passive investing...
