FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2262463840> ?p ?o ?g. }

• W2262463840 abstract "To minimize tracking error, S&P 500 index funds often follow inflexible, nearly exact replication strategies. This inflexibility causes stocks with relatively low floating supply to experience abnormally high negative or positive returns upon addition or deletion on average. Moreover, the alternative of trading at the open following the announcement of a change, rather than when the change occurs, results in 25.9 basis points more return per year with virtually no incremental variance. If investment principals knew in advance of these additional returns, they may nonetheless have rationally chosen to forgo such added returns to better monitor their agents. The early-trading strategy has much higher tracking errors than the 2.7 basis-point average of the largest indexer." @default.
• W2262463840 created "2016-06-24" @default.
• W2262463840 creator A5050939488 @default.
• W2262463840 creator A5053503757 @default.
• W2262463840 date "2002-09-06" @default.
• W2262463840 modified "2023-10-03" @default.
• W2262463840 title "On Replicating the S&P 500 Index" @default.
• W2262463840 hasPublicationYear "2002" @default.
• W2262463840 type Work @default.
• W2262463840 sameAs 2262463840 @default.
• W2262463840 citedByCount "14" @default.
• W2262463840 countsByYear W22624638402013 @default.
• W2262463840 countsByYear W22624638402014 @default.
• W2262463840 countsByYear W22624638402015 @default.
• W2262463840 countsByYear W22624638402016 @default.
• W2262463840 countsByYear W22624638402017 @default.
• W2262463840 countsByYear W22624638402018 @default.
• W2262463840 crossrefType "posted-content" @default.
• W2262463840 hasAuthorship W2262463840A5050939488 @default.
• W2262463840 hasAuthorship W2262463840A5053503757 @default.
• W2262463840 hasConcept C10138342 @default.
• W2262463840 hasConcept C105795698 @default.
• W2262463840 hasConcept C106159729 @default.
• W2262463840 hasConcept C121955636 @default.
• W2262463840 hasConcept C12590798 @default.
• W2262463840 hasConcept C131562839 @default.
• W2262463840 hasConcept C136764020 @default.
• W2262463840 hasConcept C144133560 @default.
• W2262463840 hasConcept C144929662 @default.
• W2262463840 hasConcept C149782125 @default.
• W2262463840 hasConcept C155301685 @default.
• W2262463840 hasConcept C162118730 @default.
• W2262463840 hasConcept C162324750 @default.
• W2262463840 hasConcept C175025494 @default.
• W2262463840 hasConcept C17744445 @default.
• W2262463840 hasConcept C183356978 @default.
• W2262463840 hasConcept C187736073 @default.
• W2262463840 hasConcept C196083921 @default.
• W2262463840 hasConcept C199539241 @default.
• W2262463840 hasConcept C206757995 @default.
• W2262463840 hasConcept C2524010 @default.
• W2262463840 hasConcept C27548731 @default.
• W2262463840 hasConcept C2775924081 @default.
• W2262463840 hasConcept C2777382242 @default.
• W2262463840 hasConcept C28719098 @default.
• W2262463840 hasConcept C33923547 @default.
• W2262463840 hasConcept C39389867 @default.
• W2262463840 hasConcept C41008148 @default.
• W2262463840 hasConcept C556758197 @default.
• W2262463840 hasConcept C6243943 @default.
• W2262463840 hasConcept C94625758 @default.
• W2262463840 hasConceptScore W2262463840C10138342 @default.
• W2262463840 hasConceptScore W2262463840C105795698 @default.
• W2262463840 hasConceptScore W2262463840C106159729 @default.
• W2262463840 hasConceptScore W2262463840C121955636 @default.
• W2262463840 hasConceptScore W2262463840C12590798 @default.
• W2262463840 hasConceptScore W2262463840C131562839 @default.
• W2262463840 hasConceptScore W2262463840C136764020 @default.
• W2262463840 hasConceptScore W2262463840C144133560 @default.
• W2262463840 hasConceptScore W2262463840C144929662 @default.
• W2262463840 hasConceptScore W2262463840C149782125 @default.
• W2262463840 hasConceptScore W2262463840C155301685 @default.
• W2262463840 hasConceptScore W2262463840C162118730 @default.
• W2262463840 hasConceptScore W2262463840C162324750 @default.
• W2262463840 hasConceptScore W2262463840C175025494 @default.
• W2262463840 hasConceptScore W2262463840C17744445 @default.
• W2262463840 hasConceptScore W2262463840C183356978 @default.
• W2262463840 hasConceptScore W2262463840C187736073 @default.
• W2262463840 hasConceptScore W2262463840C196083921 @default.
• W2262463840 hasConceptScore W2262463840C199539241 @default.
• W2262463840 hasConceptScore W2262463840C206757995 @default.
• W2262463840 hasConceptScore W2262463840C2524010 @default.
• W2262463840 hasConceptScore W2262463840C27548731 @default.
• W2262463840 hasConceptScore W2262463840C2775924081 @default.
• W2262463840 hasConceptScore W2262463840C2777382242 @default.
• W2262463840 hasConceptScore W2262463840C28719098 @default.
• W2262463840 hasConceptScore W2262463840C33923547 @default.
• W2262463840 hasConceptScore W2262463840C39389867 @default.
• W2262463840 hasConceptScore W2262463840C41008148 @default.
• W2262463840 hasConceptScore W2262463840C556758197 @default.
• W2262463840 hasConceptScore W2262463840C6243943 @default.
• W2262463840 hasConceptScore W2262463840C94625758 @default.
• W2262463840 hasOpenAccess W2262463840 @default.
• W2262463840 hasRelatedWork W1974506353 @default.
• W2262463840 hasRelatedWork W2008746337 @default.
• W2262463840 hasRelatedWork W2014256903 @default.
• W2262463840 hasRelatedWork W2041630049 @default.
• W2262463840 hasRelatedWork W2042924053 @default.
• W2262463840 hasRelatedWork W2043541271 @default.
• W2262463840 hasRelatedWork W2055337889 @default.
• W2262463840 hasRelatedWork W2062122835 @default.
• W2262463840 hasRelatedWork W2067154836 @default.
• W2262463840 hasRelatedWork W2069838032 @default.
• W2262463840 hasRelatedWork W2070740636 @default.
• W2262463840 hasRelatedWork W2136500787 @default.
• W2262463840 hasRelatedWork W3121445015 @default.
• W2262463840 hasRelatedWork W3121788486 @default.
• W2262463840 hasRelatedWork W3122187992 @default.
• W2262463840 hasRelatedWork W3123000712 @default.
• W2262463840 hasRelatedWork W3123822975 @default.

• next