A Survey of Alternative Equity Index Strategies-Reference-Cited by-同舟云学术

A Survey of Alternative Equity Index Strategies

Published:2011-09 Issue:5 Volume:67 Page:37-57
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Chow Tzee-man¹,Hsu Jason²,Kalesnik Vitali³,Little Bryce⁴

Affiliation:

1. Tzee-man Chow is a research associate at Research Affiliates, LLC, Newport Beach, California.

2. Jason Hsu is chief investment officer at Research Affiliates, LLC, Newport Beach, California, and adjunct assistant professor of finance at the UCLA Anderson School of Management.

3. Vitali Kalesnik is vice president at Research Affiliates, LLC, Newport Beach, California.

4. Bryce Little is a graduate student at Texas A&M University, College Station.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v67.n5.5

Reference24 articles.

1. The Cross-Section of Volatility and Expected Returns

2. High idiosyncratic volatility and low returns: International and further U.S. evidence

3. Fundamental Indexation

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