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- W3177345212 abstract "Index funds that track a benchmark, such as the market cap-weighted SP however, a lack of confidence in the economic state results in a more index-neutral portfolio composition. The proposed smart indexing optimal strategy generates superior risk-adjusted returns consistently in out-of-sample testing, relative to (pure) index tracking. We test several variants and present sensitivity analyses that support our actively-managed smart indexing approach." @default.
- W3177345212 created "2021-07-05" @default.
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- W3177345212 date "2021-02-14" @default.
- W3177345212 modified "2023-09-26" @default.
- W3177345212 title "Smart Indexing under Regime-Switching Economic States" @default.
- W3177345212 hasPublicationYear "2021" @default.
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