%0 Journal Article %A Patrick Gander %A Daniel Leveau %A Thomas Pfiffner %T Categorization of Indices: Do All Roads Lead to Rome? %D 2012 %R 10.3905/jii.2012.3.3.012 %J The Journal of Index Investing %P 12-17 %V 3 %N 3 %X Based on the theoretical concepts of the various index methods, we first conduct a qualitative categorization. We next try to validate it with a formal statistical analysis. We conclude that many indexing methods, such as fundamental, risk parity, and equal-weighted indexing, can be classified into five distinct groups, the choice of which can have a material impact on an investor’s allocation process.TOPICS: Mutual fund performance, portfolio construction, exchange-traded funds and applications %U https://jii.pm-research.com/content/iijindinv/3/3/12.full.pdf