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- W2260601189 abstract "We examine the contribution of noise to the theoretical underpinnings of Fundamental Indexation (FI). Although we argue that market capital-weighted indexes do not incur a structural drag due to noise as claimed by the proponents of FI, we conclude, nevertheless, that noise as advanced by FI offers a potential for achieving superior returns to those achieved by market capital-weighted indexes. As such, FI represents an important insight to our understanding of asset pricing." @default.
- W2260601189 created "2016-06-24" @default.
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- W2260601189 date "2013-05-17" @default.
- W2260601189 modified "2023-09-23" @default.
- W2260601189 title "The Controversy in Fundamental Indexation: Why Both Sides of the Argument are (Mostly) Correct" @default.
- W2260601189 hasPublicationYear "2013" @default.
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