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Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks

Furman, Edward; Wang, Ruodu; Zitikis, Ričardas - In: Journal of banking & finance 83 (2017), pp. 70-84

Persistent link: https://www.econbiz.de/10011816823

Active indexing : sophisticated strategies with index vehicles

Schoenfeld, Steven A.; Ginis, Robert; Nordenfelt, Niklas - In: Active index investing : maximizing portfolio …, (pp. 339-360). 2004

Persistent link: https://www.econbiz.de/10003333547

Is Fundamental Indexation able to time the market? : evidence from the Dow Jones Industrial Average and the Russell 1000

Chen, Doris; Dempsey, Michael; Lajbcygier, Paul - In: Journal of international financial markets, … 37 (2015), pp. 162-177

Persistent link: https://www.econbiz.de/10011475058

Factor model index for commodity investment

Broby, Daniel; McKenzie, Andrew M.; Bautheac, Olivier - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 3, pp. 33-52

Persistent link: https://www.econbiz.de/10012698298

Hedged versus Non-Hedged S&P 500 Index

VanderPal, Geoffrey - 2016

benchmark such as the Standard and Poor's 500 index (S&P 500). The proposed dissertation study will focus on the risk adjusted … return of the S&P 500 index versus two methods of preserving the principal that invest into the S&P 500 index to reduce … volatility. Since index investing is widely used by many investors and institutions, the study will focus on this type of …

Persistent link: https://www.econbiz.de/10012981391