Article
Employing Sector and Security Factors to Enhance Global Index Returns
Herbert D Blank, C. Michael Carty and Scott Stark
ETFs and Indexing Fall 2000, 2000 (1) 72-80
Herbert D Blank
is president of QED International Associates, Inc., a NYC-based consulting firm.
C. Michael Carty
is principal of New Millennium Advisors, Inc., a NYC-based investment advisor.
Scott Stark
is managing director of STOXX Limited, the Zurich-based operating company for the Dow Jones STOXXSM Indexes.
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vol. 2000 no. 1 72-80
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- Published online September 1, 2000.
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Employing Sector and Security Factors to Enhance Global Index Returns
Herbert D Blank, C. Michael Carty, Scott Stark
ETFs and Indexing Sep 2000, 2000 (1) 72-80;
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- ASSET ALLOCATION DECISIONS BY U.S. INSTITUTIONAL INVESTORS
- THE CHANGING FACE OF THE EUROZONE
- THE SIGNIFICANCE OF COUNTRY AND INDUSTRY FACTORS IN DETERMINING RETURNS
- BENCHMARKS FOR THE NEW EUROPE AND THE NEW GLOBAL ECONOMY
- IMPLICATIONS OF U.S. NON-REACTION THUS FAR TO EUROPEAN MARKET CHANGES
- LIMITATIONS OF CORRELATION ANALYSIS
- APT FACTOR ANALYSIS—A BETTER APPROACH
- USING APT TO IDENTIFY THE FACTORS INFLUENCING SYSTEMATIC RISK
- RISK ANALYSIS: AN EMPIRICAL APPLICATION
- MARKET SECTORS AND INDUSTRY GROUPS
- APPLICATION OF THE SECTOR GROUPINGS TO S&P 500 AND TOPIX CONSTITUENTS
- AN AGGREGATE TEST FOR MACROECONOMIC RISK DIVERSIFICATION
- OPPORTUNITIES FOR ENHANCED INDEX PERFORMANCE
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