Here you will find various papers and other research-oriented materials that may be of interest.
- The Arithmetic of Active Management by Nobel Laureate William Sharpe
- Fundamental Indexation by Arnott, Hsu, Moore
- Cap Weighted Portfolios are Sub-Optimal Portfolios by Jason Hsu
- Beyond Cap Weight by Arnott, Kalesnik, Moghtader, Scholl
- Disentangling Size and Value by Robert Arnott
- Fundamental Indexes: Current and Future Applications by Arnott and West
- Noise, CAPM, and the Size and Value Effects by Arnott and Hsu
- New Frontiers in Index Investing by Hsu and Compollo
- Overwrought Orthodoxy by Robert Arnott
- Using Fundamental Index Strategies to Increase Returns, Reduce Risk and Improve Portfolio Efficiency by Arnott, Little, Shepherd
Click here to compare your mutual funds against the Fundamental Index.
NOTE: Click here to subscribe to performance updates and more!