Ankrim, Ernie, and Jill Johnson. 2000. “Global Equity Portfolio Diversification: Is It Still a Valid Investment Strategy?” Russell Research Commentary (November).
Arnott, Robert D., Vitali Kalesnik, Paul Moghtader and Craig Scholl. 2010. “Beyond Cap Weight: The empirical evidence for a diversified beta.” Journal of Indexes (January/February).
Arnott, Robert D., and John M. West. 2006. “Fundamental Indexes: Current and Future Applications.” in A Guide to Exchange Traded Funds and Indexing Innovations—Fifth Anniversary Issue.
Arnott, Robert D., Jason Hsu and Philip Moore. “Fundamental Indexation.” 2005. Financial Analysts Journal (March/April).
Blitz, David, and Laurens Swinkels. 2008. “Fundamental indexation: an active value strategy in disguise.” SSRN (August).
Carino, David R., and Thomas H. Goodwin. “The Measurement of Excess Return.” 2001. Russell Research Commentary (November).
Christopherson, Jon, David R. Carino and Wayne E. Ferson. 2009. “Portfolio Performance Measurement and Benchmarking.” McGraw-Hill Finance & Investing.
Dash, Srikant, and Keith Loggie. 2008. “Equal Weight Indexes: Five Years Later.” S&P Indices (April).
Dash, Srikant, and Liyu Zeng. 2010. “Equal Weight Indexes: Seven Years Later.” S&P Indices (July).
“Equal Weighted Indexing—A Critique of S&P’s Study.” 2008. Advisor Perspectives newsletter (May).
Fabozzi Frank J. 1998. “Active Equity Portfolio Management” Wiley.
Fama, Eugene F., and Kenneth R. French. 1992. “The Cross-Section of Expected Stock Returns.” Journal of Finance. Vol. 47, No. 2 (June), pp. 427–465.
Pope, Brad. 2009. “Insights on Market Capitalization and Fundamental-Weighted Indexes.” BlackRock Institutional Trust Company, N.A.
Treynor, Jack. 2005. “Why Market-Valuation-Indifferent Indexing Works.” Financial Analysts Journal (September/October).
Warren, Geoff, and Don Ezra. 2010. “When should investors consider an alternative to passive investing?” Russell Research (January).