1. Amenc, N., Goltz, F., Martellini, L., & Ye, S. (2011). Improved beta? A comparison of index-weighting schemes. EDHEC-Risk Institute.
2. Black, F. (1986). Noise. The Journal of Finance, 41(3), 528–543.
3. Bolognesi, E., & Pividori, M. (2016). Fundamental indexation in Europe: New evidence. Journal of Financial Management, Markets and Institutions, 4(2), 103–128.
4. Clarke, R. G., Krase, S., & Statman, M. (1994). Tracking errors, regret, and tactical asset allocation. Journal of Portfolio Management, 20(3), 16–24.
5. Hsu, J. C. (2006). Cap-weighted portfolios are sub-optimal portfolios. Journal of Investment Management, 4(3), 1–10.