An alternative fundamental weighting scheme based on enterprise value multiple
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/article/10.1057/s41260-019-00112-w/fulltext.html
Reference40 articles.
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2. Arnott, R., J.C. Hsu, and P. Moore. 2005. Fundamental Indexation. Financial Analysts Journal 61: 83–99.
3. Arnott, R., J.C. Hsu, J. Liu, and H. Markowitz. 2014. Can Noise Create the Size and Value Effects? Management Science 61: 2569–2579.
4. Arnott, R.D., J.C. Hsu, V. Kalesnik, and P. Tindall. 2013. The Surprising ‘Alpha’ from Malkiel’s Monkey and Upside-Down Strategies. Journal of Portfolio Management 39: 91–105.
5. Arya, S., and P. Kaplan. 2007. Collared Weighting: A Hybrid Approach. Morningstar Indexes Yearbook 3: 22–25.
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