Performance and Risk of Equity Strategy Indexes
April 19, 2013 - Strategic Allocation
How do “passive” stock indexes constructed from widely researched allocation rules fare against market capitalization weighting? In their March 2013 paper entitled “An Evaluation of Alternative Equity Indices – Part 1: Heuristic and Optimised Weighting Schemes”, Andrew Clare, Nick Motson and Steve Thomas compare the behaviors of eight alternative stock indexes formed from a common… Keep Reading