In this study, the performance of the indexes constructed via fundamental values​​ which
are among the alternative indexing strategies, and the performance of the capitalization …

Smart beta, which accounts for rule-based factor-tilting strategies that fall between active
and passive investment, has emerged as an alternative to active investment after its major …

Sermaye Varlıkları Fiyatlama Modeli ile ortaya konulan pazar portföyü, kapitalizasyon
ağırlıklı olması nedeni ile yüksek fiyatlı hisse senetlerine daha fazla düşük fiyatlı hisse …

Purpose The purpose of this paper is to examine the relative effects of rational and quasi-
rational sentiments of individual and institutional investors on a set of smart beta fund …

With the ongoing shift from active to passive investing, Exchange-Traded Funds (ETFs)
experience an increasing attention among both investors and academics. In 2015, assets …