2008
DOI: 10.2139/ssrn.1321726
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Equal Weight Indexing - Five Years Later

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Cited by 5 publications
(2 citation statements)
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“…Kan and Zhou (2007) discuss the difficulties in estimating the parameters, such as the mean and variance, required to construct the optimal portfolio weights. Dash and Loggie (2008) suggest that the equally weighted index turns out to be a powerful investment idea after examining the performance of the S&P 500 Equal Weight Index. Equally weighted portfolios circumvent the difficulty of having to estimate optimal portfolio weights.…”
mentioning
confidence: 99%
“…Kan and Zhou (2007) discuss the difficulties in estimating the parameters, such as the mean and variance, required to construct the optimal portfolio weights. Dash and Loggie (2008) suggest that the equally weighted index turns out to be a powerful investment idea after examining the performance of the S&P 500 Equal Weight Index. Equally weighted portfolios circumvent the difficulty of having to estimate optimal portfolio weights.…”
mentioning
confidence: 99%
“…In particular, they do not aim at explicitly constructing a portfolio that lies on the efficient frontier. 2 They include equally weighted (Dash and Loggie [2008]), equal-risk contribution (Qian [2005], Maillard, Roncalli, and Teiletche [2010]), and maximum diversification (Choueifaty and Coignard [2008]). …”
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confidence: 99%