TY - JOUR T1 - Categorization of Indices: <em>Do All Roads Lead to Rome?</em> JF - The Journal of Index Investing SP - 12 LP - 17 DO - 10.3905/jii.2012.3.3.012 VL - 3 IS - 3 AU - Patrick Gander AU - Daniel Leveau AU - Thomas Pfiffner Y1 - 2012/11/30 UR - https://pm-research.com/content/3/3/12.abstract N2 - 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 ER -