Journal Of Indexes

Will The Real Style Please Stand Up

By adding new stable vs. variable style classifications to traditional value vs. growth style analysis, the author identifies distinct styles of equity management not otherwise readily observed, and explores their distribution among institutional investors and the possible style underweighting it reveals.

Journal Of Indexes

How Now, Dow Jones?

David A. Poole, now retired and consulting from Chappaqua, NY, but formerly chief economist at mutual fund manager Van Eck Global, uses the Dow Jones Industrial Average to follow the seesaw movements of the stock market since the Dow’s inception in 1896, searching for repeating patterns both large and small.

Journal Of Indexes

Sectorial Europe

The author quantifies the widely observed convergence phenomenon among western European
countries and contrasts it with the performance of industry sectors in western Europe, using his
firm’s own sector-based indexes.

Journal Of Indexes

Controlling Regret For

The author finds numerous factors such as projected earnings or book-to-price go in and out of
favor in the stock market, but nevertheless tend to have persistent and predictable effects on
stocks in the S&P 500 for extended periods.

Journal Of Indexes

Socially Responsible Investing -Does Doing Good Do So Well?

Socially responsible investing and indexed investing are two trends that have developed fairly wide followings in recent years. It's not surprising then that some fund management companies have combined the two methods. What may be a tad surprising though, is the fact that these hybrid funds have performed so well.

Domini

Journal Of Indexes

Devil-Free Indexes

Constructing an index to include the correlations you want and exclude those you don’t want can be more complicated than it seems.

Journal Of Indexes

Maybe Style Is Not Enough

Existing growth and value indexes have been criticized for failing to deliver meaningful differences in return from the broad market

Journal Of Indexes

The Case Against Indexing

Birinyi Associates studied the index fund phenomenon and found a lot to criticize in something so hugely successful.