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

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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書目詳細資料
主要作者:	Calaquian, Maria Carmela
格式:	text
語言:	English
出版:	Animo Repository 2017
主題:	Stocks > Philippines Stock exchanges > Philippines
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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