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www.quantstart.com | ||
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jonathankinlay.com
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| | | | Discusses the use of stochastic process control framework to evaluate strategy performance | |
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blog.ephorie.de
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www.portfolioprobe.com
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| | | | A study has come out of Cass Business School that investigates a number of ways of building equity indices. Andrew Clare, Nicholas Motson and Stephen Thomas, of course, include market capitalization weighting. A number of schemes that fall under the name of "smart beta" are also included. They compare the indices not only among themselves | |
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www.mutualfundobserver.com
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