Craig Scholl

Lazard Asset Management

Portfolio Manager

United States

http://www.lazardnet.com

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Beyond Cap-Weight: The Search for Efficient Beta

Journal of Indexes, January-February 2010
Number of pages: 25 Posted: 04 Nov 2009 Last Revised: 02 Nov 2010
Research Affiliates, LLC, Research Affiliates Global Advisors, affiliation not provided to SSRN and Lazard Asset Management
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Abstract:

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alternative indexing, beta selection