Jeffrey Graham

Quant Economics

Economist

12730 High Bluff Drive, Suite 300

San Diego, CA 92130

United States

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Scholarly Papers (1)

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Comment on the Theoretical and Empirical Evidence of Fundamental Indexing

Journal of Investment Management (JOIM), First Quarter, 2012
Posted: 24 May 2012
Jeffrey Graham
Quant Economics

Abstract:

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Fundamental indexing, cap-weighted indexing, noisy market, value effect