Why Do Equal-Weighted Portfolios Outperform Value-Weighted Portfolios?-Reference-Cited by-同舟云学术

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Why Do Equal-Weighted Portfolios Outperform Value-Weighted Portfolios?

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Plyakha Yuliya,Uppal Raman,Vilkov Grigory

Publisher

Elsevier BV

Reference36 articles.

1. Improved Beta?;N Amenc;Journal of Indexes,2011

2. Illiquidity and Stock Returns: Cross-Section and Time-Series E?ects;Y Amihud;Journal of Financial Markets,2002

3. Fundamental Indexation;R D Arnott;Financial Analysts Journal,2005

4. Value and Momentum Everywhere

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3. Risk optimizations on basis portfolios: The role of sorting;Journal of Empirical Finance;2021-09

4. Exploring new frontiers in indexing strategies: an optimization-based risk-efficient solution;International Journal of System Assurance Engineering and Management;2021-06-03

5. Boosting ESG-Based Optimization With Asset Pricing Characteristics;SSRN Electronic Journal;2021

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