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Cap-Weighted Portfolios are Sub-Optimal Portfolios · Study

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PreprintCap-Weighted Portfolios are Sub-Optimal Portfolios

Jason C. Hsu2005

OA

Preprintgreen2005

Cap-Weighted Portfolios are Sub-Optimal Portfolios

153 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 1937The General Theory of Employment 1994Contrarian Investment, Extrapolation, and Risk 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices

Cited by

2011A Survey of Alternative Equity Index Strategies 2007Fundamentally Flawed Indexing 2008Why Fundamental Indexation Might—or Might Not—Work 2008Fundamental Indexation and International Diversification 2012The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies 2008Fundamental indexation in Europe

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Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations153

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.647001

openalex_workW1587473010

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2008

Fundamental indexation: An active value strategy in disguise

2006Noise, CAPM, and the Size and Value Effects