[PDF][PDF] Beyond cap weight

R Arnott, V Kalesnik, P Moghtader, C Scholl - Journal of Indexes, 2010 - Citeseer
The cap-weighted standard is also facing a more subtle source of attack. Increasingly,
investors are reassessing their risk budgets, usually downward. This can create pressure to …

Beyond cap-weight: the search for efficient beta

RD Arnott, V Kalesnik, P Moghtader… - Journal of Indexes …, 2010 - papers.ssrn.com
For over 40 years, our industry has relied on the Capital Asset Pricing Model (CAPM) beta
and the capitalization-weighted market portfolio for asset allocation, for market …

[CITATION][C] Beyond Cap Weight

ETF com Staff