RT Journal Article
SR Electronic
T1 Categorization of Indices: <em>Do All Roads Lead to Rome?</em>
JF The Journal of Index Investing
FD Institutional Investor Journals
SP 12
OP 17
DO 10.3905/jii.2012.3.3.012
VO 3
IS 3
A1 Patrick Gander
A1 Daniel Leveau
A1 Thomas Pfiffner
YR 2012
UL https://pm-research.com/content/3/3/12.abstract
AB 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