Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Russell J. Fuller"'
Publikováno v:
The Journal of Portfolio Management. 40:135-145
Alternative equity index strategies are a variation of passive indexing, where the “index” is based on initial active decisions as to how to create the universe of stocks, the stocks’ weights, and the rebalance procedure, and then passively fol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d25b87109111d0f4aeef9d72f882f485
https://doi.org/10.3905/jpm.2014.40.5.135
https://doi.org/10.3905/jpm.2014.40.5.135
Publikováno v:
The Journal of Portfolio Management. 36:35-47
Trillions of dollars are indexed to various benchmarks, which the authors refer to as paper indices. Paper indices are based on a surprisingly large number of arbitrary, active decisions that are made by the organizations that sponsor them. Fuller, H
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25e43c1e0b225997438380b1c0324cc3
https://doi.org/10.3905/jpm.2010.36.4.035
https://doi.org/10.3905/jpm.2010.36.4.035
Publikováno v:
Financial Analysts Journal. 55:117-126
In the large-cap sector of the U.S. equity market, the degree of mispricing is much greater for stocks one would like to sell short than for stocks one would like to buy long. For example, if no attempt is made to control tracking error, large-cap sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb221f7ccd91b25e26b32265d7dbc977
https://doi.org/10.2469/faj.v55.n6.2318
https://doi.org/10.2469/faj.v55.n6.2318
Autor:
Russell J. Fuller, Lex C. Huberts
Publikováno v:
Financial Analysts Journal. 51:12-28
In an investigation of an asset pricing anomaly, “predictability bias,” stocks were classified into quintiles based on how predictable the company's earnings have been in the past, as measured by analysts' past forecast errors. “Current” fore
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39e84c6b5e41beb6097e3ed262f46a55
https://doi.org/10.2469/faj.v51.n2.1877
https://doi.org/10.2469/faj.v51.n2.1877
Autor:
Michael Ettredge, Russell J. Fuller
Publikováno v:
The Journal of Portfolio Management. 20:47-50
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3442924be93685029c09ae5c7bd3988
https://doi.org/10.3905/jpm.1994.409484
https://doi.org/10.3905/jpm.1994.409484
Autor:
Russell J. Fuller, John L. Kling
Publikováno v:
The Journal of Portfolio Management. 20:56-63
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6baedd814619a548a860ddceb52a01b
https://doi.org/10.3905/jpm.1994.56
https://doi.org/10.3905/jpm.1994.56
Publikováno v:
The Journal of Portfolio Management. 18:38-45
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8990e5fa5ea182e00e96bb5afd94aca7
https://doi.org/10.3905/jpm.1992.409400
https://doi.org/10.3905/jpm.1992.409400
Autor:
Michael Ettredge, Russell J. Fuller
Publikováno v:
The Journal of Portfolio Management. 17:27-33
T his is a simple story. On average, stocks of :ompanies reporting negative earnings in one year in his study generated positive, abnormal (riskand narket-adjusted) returns in the subsequent year. Our research is motivated by several factors. ;irst,
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https://doi.org/10.3905/jpm.1991.409336
https://doi.org/10.3905/jpm.1991.409336
Autor:
Russell, J Fuller
The Archaeological Journal, 29, 181-183
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ca134e8d92c3bd30e5f29837e4c65cb
Autor:
Russell, J Fuller
The Archaeological Journal, 25, 119-136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5334c38d43ffa382d3a6f8c1ca4f9d30