The Fundamental Index

The Fundamental Index

Pick up this book today and discover how the Fundamental Index strategy can work for you.

Author: Robert D. Arnott

Publisher: John Wiley & Sons

ISBN: 1118045483

Category: Business & Economics

Page: 336

View: 725

2008 American Publishers Awards for Professional and Scholarly Excellence (The PROSE Awards) Finalist/Honorable mention, Business, Finance & Management. The Fundamental Index examines a new approach to indexing that can overcome the structural return drag created by traditional capitalization-based indexing strategies, and in so doing, enhance the performance of your portfolio. Throughout this book, Robert Arnott and his colleagues outline this breakthrough strategy and explain how it can be used to improve investment returns, typically at lower risk and lower cost than most conventional investments.
Categories: Business & Economics

An Empirical Analysis on the Excess Returns of Fundamental Indexing

An Empirical Analysis on the Excess Returns of Fundamental Indexing

By creating six categories (according to size and value), it is shown that FI are subject to a value and size return premium as this is the case for market-value or cap-weighted indexes[cap].

Author: Alain Moebius

Publisher:

ISBN: OCLC:638514443

Category:

Page:

View: 248

The following paper investigates the effect of Fama and French (1993) risk factors on the performance of fundamental indexes[FI]. By creating six categories (according to size and value), it is shown that FI are subject to a value and size return premium as this is the case for market-value or cap-weighted indexes[cap]. Furthermore controlling for value and size allows to analyze the performance of FI in each group and shows that FI outperforms its cap-weighted counterpart in all of the different size and value categories. Finally Carhart's (1997) 4-factor model is used to show the relatively higher size and value exposure of FI and Equal indexes compared to the Cap index.
Categories:

Transactions on Computational Collective Intelligence VIII

Transactions on Computational Collective Intelligence VIII

cost for a fundamental index produced by another financial institution. Whatever
the case, fundamentalists have to bear the cost for their fundamental index
directly or indirectly. On the other hand, a price index is calculated from price ...

Author: Ngoc-Thanh Nguyen

Publisher: Springer

ISBN: 9783642346453

Category: Computers

Page: 229

View: 244

These Transactions publish research in computer-based methods of computational collective intelligence (CCI) and their applications in a wide range of fields such as the Semantic Web, social networks and multiagent systems. TCCI strives to cover new methodological, theoretical and practical aspects of CCI understood as the form of intelligence that emerges from the collaboration and competition of many individuals (artificial and/or natural). The application of multiple computational intelligence technologies such as fuzzy systems, evolutionary computation, neural systems, consensus theory, etc., aims to support human and other collective intelligence and to create new forms of CCI in natural and/or artificial systems. This eighth issue contains a collection of ten carefully selected and thorougly revised contributions.
Categories: Computers

A Treatise on Algebra

A Treatise on Algebra

Fractional and Negative Indices . amtn > 166. We have hitherto supposed that an
index was always a positive integer ; and this is necessarily the case so long as
we retain the definition of Art . 9 ; for , with that definition , such expressions as a ...

Author: Charles Smith

Publisher:

ISBN: HARVARD:32044056222300

Category: Algebra

Page: 576

View: 177

Categories: Algebra

Fundamental Variables APT and Mutual Fund Performance

Fundamental Variables  APT  and Mutual Fund Performance

A four - index model employing not only an aggregate bond index , but also an
aggregate stock index and two indices ... A six - index model that incorporates all
the influences contained in the second and third models ( fundamental - 6 ) .

Author: Edwin J. Elton

Publisher:

ISBN: UCLA:L0070539234

Category:

Page:

View: 605

Categories:

Awards of the Second Division National Railroad Adjustment Board with Index

Awards of the Second Division  National Railroad Adjustment Board  with Index

It also follows that any fundamental rights of the carrier which are not specifically
limited or abridged by clear language in such agreements are reserved for the
free exercise of the carrier . Those principles have been recognized by this Board
 ...

Author: United States. National Railroad Adjustment Board

Publisher:

ISBN: CORNELL:31924054075035

Category: Arbitration, Industrial

Page:

View: 710

Categories: Arbitration, Industrial

Kiplinger s Personal Finance

Kiplinger s Personal Finance

So can you own an index fund that is less vulnerable to market manias but holds
stocks in reasonable proportions? Some experts say you can. Arnott is the
guiding force behind a set of so- called fundamental indexes that don't take
market ...

Author:

Publisher:

ISBN:

Category:

Page: 110

View: 838

The most trustworthy source of information available today on savings and investments, taxes, money management, home ownership and many other personal finance topics.
Categories:

A School Algebra

A School Algebra

We have now assigned definite meanings to fractional and negative exponents ,
meanings obtained by subjecting them to the fundamental index law of positive
integral exponents ; and we will now show that Law II . , namely , ( am ) ...

Author: George Albert Wentworth

Publisher:

ISBN: STANFORD:36105049326411

Category: Algebra

Page: 362

View: 674

Categories: Algebra

The Index

The Index

N. B. - No writer in THE INDEX , editorial or otherwise , 1s responsible for
anything published in its columns except for his or ... This argument I met by
saying that every institution must be true to its own fundamental idea ; that the
fundamental ...

Author: Francis Ellingwood Abbot

Publisher:

ISBN: UOM:39015012320308

Category: Religion

Page:

View: 726

Categories: Religion

Index of NACA Technical Publications

Index of NACA Technical Publications

Büchner , Dr .: The Fundamental Principles of High - Speed Semi - Diesel
Engines . Part I - A General Discussion of the Subject of Fuel Injection in Die - sel
Engines and Detailed Descriptions of Many Types of Injection Nozzles . TM 356 ,
April ...

Author: United States. National Advisory Committee for Aeronautics

Publisher:

ISBN: STANFORD:36105014640226

Category: Aeronautics

Page:

View: 535

Categories: Aeronautics

Astronomische Nachrichten

Astronomische Nachrichten

screw can On a method of determining the Index error of a Meridian Circle , at
any instant , depending upon the observed Polar Distance of Polaris . The three
methods which are commonly employed It is proposed to verify the constancy of
this ...

Author:

Publisher:

ISBN: OSU:32435026809699

Category: Astronomy

Page:

View: 518

Categories: Astronomy

Applied Combinatorial Mathematics

Applied Combinatorial Mathematics

mapping to be introduced . The image of each vertex of any subdivision is
defined exactly as it was in the proof of the Brouwer fixed - point theorem in Sec .
15 . 2 . This mapping is admissible for the fundamental index theorem proved in
Sec .

Author: George Pólya

Publisher:

ISBN: UOM:39015001314775

Category: Combinatorial analysis

Page: 608

View: 508

Categories: Combinatorial analysis

A Treatise on Algebra

A Treatise on Algebra

Fractional and Negative Indices . 166 . We have hitherto supposed that an index
was always a positive integer ; and this is necessarily the case so long as we
retain the definition of Art . 9 ; for , with that definition , such expressions as a®
and a ...

Author: Charles Smith (Master of Sidney Sussex College, Cambridge.)

Publisher:

ISBN: HARVARD:32044097011704

Category: Algebra

Page: 623

View: 232

Categories: Algebra

The Bulletin

The Bulletin

One stock is NEW INDEX GOOD Arnott's thesis is backed up with more estimated
by the market to be worth $ 50 ... metric models did twice as well , averaging
stocks in Arnott's fundamental indexes ( To spell this out : Stock A starts at $ 50 ...

Author:

Publisher:

ISBN: UCSC:32106018407772

Category: Australia

Page:

View: 448

Categories: Australia

Drapers Company Research Memoirs Biometric Series No 1 4 6 12

Drapers  Company Research Memoirs  Biometric Series  No  1 4  6 12

Turning to other features of the shaft we notice that the three fundamental indices
are all positively correlated together ; the ... The index of bowing has also been
correlated with the three fundamental shaft indices and gives a small but sensible
 ...

Author:

Publisher:

ISBN: MINN:31951D00382916X

Category:

Page:

View: 438

Categories:

The Septonate and the Centralization of the Tonal System

The Septonate and the Centralization of the Tonal System

The Septonate , which is the basal unit of this System , is the fundamental index
of the keytrack itself , and therefore the student of this System is started on the
keytrack , fully appreciates what the keytrack is , progresses on the keytrack as a
 ...

Author: Julius Klauser

Publisher:

ISBN: NYPL:33433082264502

Category: Education

Page: 6

View: 243

Categories: Education

Elementary Algebra for the Use of Preparatory Schools

Elementary Algebra for the Use of Preparatory Schools

CHAPTER XXI . FRACTIONAL AND NEGATIVE INDICES . 3 214. We have
hitherto supposed that an index was always a positive integer ; and this is
necessarily the case so long as we retain the definition of Art . 19 ; for , with that
definition ...

Author: Charles Smith

Publisher:

ISBN: UCAL:$B306438

Category: Algebra

Page: 584

View: 377

Categories: Algebra

The Fundamental Laws of Human Behavior

The Fundamental Laws of Human Behavior

Sa , Eye - - Ma , Stretching index finger — Mb , Stretching arm - Sc , Tip of thumb -
Sd , Tip of index finger — Mc , Bending thumbmMd , Bending index finger -
Zigzag , Neurons undeveloped at birth . This accomplishment becomes the
subject ...

Author: Max Friedrich Meyer

Publisher:

ISBN: UCAL:B4091822

Category: Experience

Page: 241

View: 454

Categories: Experience

The Fundamental Principle for Systems of Convolution Equations

The Fundamental Principle for Systems of Convolution Equations

In the first part of the paper, he discusses and extends an interpolation formula developed by Berenstein and Taylor, and uses the generalized Koszul complex to solve the algebraic problems which arise when considering systems in more than ...

Author: Daniele Carlo Struppa

Publisher: American Mathematical Soc.

ISBN: 9780821822739

Category: Mathematics

Page: 167

View: 425

The fundamental principle of L. Ehrenpreis states that under suitable hypotheses, the solutions of a homogeneous constant coefficients PDE can be represented as finite sums of absolutely convergent integrals over certain varieties in C[superscript italic]n. In the present paper the author extends these results to the case of homogeneous [italic]N x [script]m systems of convolution equations. In the first part of the paper, he discusses and extends an interpolation formula developed by Berenstein and Taylor, and uses the generalized Koszul complex to solve the algebraic problems which arise when considering systems in more than one unknown: the main result is a fundamental principle for general systems of convolution equations, in spaces [italic]X as described above. The second part of the paper is devoted to the generalization of this (and a related) result to more general classes of spaces, e.g. to the LAU-spaces of Ehrenpreis.
Categories: Mathematics