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Monkeys, Fund Managers & Alternative Equity Indices (Oh my!)

ibartman
edited August 2014 in Fund Discussions
Cass Business School, 2013

Note: While this research (Clare, Motson & Thomas) has received ample press coverage, I don't recall seeing links to papers, video or PowerPoint before. They appear below.

Monkeys vs Fund managers - An evaluation of alternative equity indices
  1. Alternative indices produced a better risk-adjusted performance than passive exposure to a market cap-weighted index
  2. Fundamental indexes out-performed a comparable market cap index
Authors discuss results:

Comments

  • VintageFreakVintageFreak
    I thought Robert Arnott had the argument on using fundamental indexing in the bag long time back. Maybe I'm missing something.

    What is original about this "research" (sic). They searched it twice on google (i.e "RE" search) and then decided to equate it to monkeying around? Who is paying for this research at CASE University?
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