An empirical study on the performance of fundamental indices vs. traditional market capitalization-weighted indices as applied to the Philippine stock market: A smart beta strategy application
Recent years have seen the rise of smart beta strategies especially fundamental indices among investors and portfolio managers. Fundamental indexation, which was introduced by Arnott, Hsu and Moore (2005), is an alternative to the conventional market capitalization-weighted index as it makes use of...
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| 格式: | text |
| 語言: | English |
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Animo Repository
2017
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| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_masteral/5376 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/12214/viewcontent/CDTG007151_Partial.pdf |
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