PT  - JOURNAL ARTICLE
AU  - Patrick Gander
AU  - Daniel Leveau
AU  - Thomas Pfiffner
TI  - Categorization of Indices: <em>Do All Roads Lead to Rome?</em>
AID  - 10.3905/jii.2012.3.3.012
DP  - 2012 Nov 30
TA  - The Journal of Index Investing
PG  - 12--17
VI  - 3
IP  - 3
4099  - https://pm-research.com/content/3/3/12.short
4100  - https://pm-research.com/content/3/3/12.full
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