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- W2092476788 abstract "We investigate whether adding fundamental indices to a portfolio provides increased diversification benefits. Our results show that equity investors who care only about portfolio mean and variance will benefit from including a fundamental index in their portfolios. This benefit is especially pronounced during periods of average stock market volatility. We also find that investors can construct a do-it-yourself buy-and-hold replicating portfolio that frequently outperforms the RAFI ETF out-of-sample." @default.
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- W2092476788 date "2012-03-13" @default.
- W2092476788 modified "2023-09-24" @default.
- W2092476788 title "Rafi Replication: Easier Done than Said?" @default.
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