Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market
The work of Arnott et al. (2005) presented an interesting fact that the fundamentally-weighted indices generally outperform the market capitalisation-weighted counterparts in the US stock market. The research results prompted the introduction of fundamentally-weighted indices in the US market. Since...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2018-12-01
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| Series: | Zagreb International Review of Economics and Business |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/zireb-2018-0023 |