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 …

Andrew Lo in his book, Adaptive Markets, advocates an investment product that he names a “dynamic index.” He has … facilitated the operation of a variant of this dynamic indexation, “dynamic allocation,” by founding a company, AlphaSimplex … AlphaSimplex funds and the GMO fund. The dynamic funds have higher expense ratios and turnover than static index funds do. Do the …