Matches in SemOpenAlex for { <https://semopenalex.org/work/W2921699197> ?p ?o ?g. }
- W2921699197 endingPage "232" @default.
- W2921699197 startingPage "177" @default.
- W2921699197 abstract "Risk-adjusted indices, index tracking funds and ETFs have grown in popularity but have many structural and tracking-error problems that raise actionable issues of “suitability” and “fraud” under securities laws. This chapter contributes to the existing literature by (a) introducing and characterizing the errors and biases inherent in “risk-adjusted” index weighting methods and the associated adverse effects; and (b) showing how these biases/effects inherent in index calculation methods can reduce social welfare, amplify financial instability, systemic risk and harmful arbitrage activities." @default.
- W2921699197 created "2019-03-22" @default.
- W2921699197 creator A5010619386 @default.
- W2921699197 date "2018-01-01" @default.
- W2921699197 modified "2023-09-25" @default.
- W2921699197 title "Decision-Making, Sub-additive Recursive “Matching” Noise and Biases in Risk-Weighted Stock/Bond Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Multi-attribute Preferences" @default.
- W2921699197 cites W1485512295 @default.
- W2921699197 cites W1551460985 @default.
- W2921699197 cites W1583227791 @default.
- W2921699197 cites W1583813545 @default.
- W2921699197 cites W1801733850 @default.
- W2921699197 cites W1845142367 @default.
- W2921699197 cites W1873833619 @default.
- W2921699197 cites W1967187437 @default.
- W2921699197 cites W1967298901 @default.
- W2921699197 cites W1969931425 @default.
- W2921699197 cites W1970205847 @default.
- W2921699197 cites W1978222621 @default.
- W2921699197 cites W1979593580 @default.
- W2921699197 cites W1988770145 @default.
- W2921699197 cites W1991010446 @default.
- W2921699197 cites W1995060245 @default.
- W2921699197 cites W1997562394 @default.
- W2921699197 cites W1998350629 @default.
- W2921699197 cites W1999987618 @default.
- W2921699197 cites W2001411302 @default.
- W2921699197 cites W2011747727 @default.
- W2921699197 cites W2016286150 @default.
- W2921699197 cites W2027374262 @default.
- W2921699197 cites W2031108870 @default.
- W2921699197 cites W2035457380 @default.
- W2921699197 cites W2039136346 @default.
- W2921699197 cites W2039585445 @default.
- W2921699197 cites W2042796209 @default.
- W2921699197 cites W2045279793 @default.
- W2921699197 cites W2057529922 @default.
- W2921699197 cites W2060212767 @default.
- W2921699197 cites W2063623725 @default.
- W2921699197 cites W2064636207 @default.
- W2921699197 cites W2065170788 @default.
- W2921699197 cites W2066813789 @default.
- W2921699197 cites W2076699851 @default.
- W2921699197 cites W2077364430 @default.
- W2921699197 cites W2077816703 @default.
- W2921699197 cites W2084196419 @default.
- W2921699197 cites W2088208217 @default.
- W2921699197 cites W2089935591 @default.
- W2921699197 cites W2096781811 @default.
- W2921699197 cites W2100844788 @default.
- W2921699197 cites W2102658046 @default.
- W2921699197 cites W2103808533 @default.
- W2921699197 cites W2104767862 @default.
- W2921699197 cites W2111682960 @default.
- W2921699197 cites W2113208252 @default.
- W2921699197 cites W2119112873 @default.
- W2921699197 cites W2121246931 @default.
- W2921699197 cites W2122028194 @default.
- W2921699197 cites W2126395258 @default.
- W2921699197 cites W2127366658 @default.
- W2921699197 cites W2132082635 @default.
- W2921699197 cites W2137822226 @default.
- W2921699197 cites W2142317302 @default.
- W2921699197 cites W2157903047 @default.
- W2921699197 cites W2158547780 @default.
- W2921699197 cites W2159829736 @default.
- W2921699197 cites W2163340050 @default.
- W2921699197 cites W2163969674 @default.
- W2921699197 cites W2164883547 @default.
- W2921699197 cites W2166219456 @default.
- W2921699197 cites W2174145043 @default.
- W2921699197 cites W2193124619 @default.
- W2921699197 cites W2208007764 @default.
- W2921699197 cites W2326549540 @default.
- W2921699197 cites W2333197666 @default.
- W2921699197 cites W2622421133 @default.
- W2921699197 cites W2622818586 @default.
- W2921699197 cites W2742480631 @default.
- W2921699197 cites W2872365665 @default.
- W2921699197 cites W2883264737 @default.
- W2921699197 cites W2884025810 @default.
- W2921699197 cites W2884343086 @default.
- W2921699197 cites W3094738227 @default.
- W2921699197 cites W3121388747 @default.
- W2921699197 cites W3121459779 @default.
- W2921699197 cites W3121661561 @default.
- W2921699197 cites W3122180240 @default.
- W2921699197 cites W3122187992 @default.
- W2921699197 cites W3122301309 @default.
- W2921699197 cites W3122432926 @default.
- W2921699197 cites W3122824160 @default.
- W2921699197 cites W3123224097 @default.
- W2921699197 cites W3123239780 @default.
- W2921699197 cites W3123650247 @default.
- W2921699197 cites W3124066076 @default.
- W2921699197 cites W3124154869 @default.
- W2921699197 cites W3124187578 @default.
- W2921699197 cites W3125398202 @default.
- W2921699197 cites W3125717248 @default.