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MARCH 2005

Fundamental Indexation

A trillion-dollar industry is based on investing in or benchmarking to capitalization-weighted indices, even though the finance literature rejects the mean–variance efficiency of such indices. This study investigates whether stock market indices based on an array of cap-indifferent measures of company size are more mean–variance efficient than those based on market cap.

Further Insights from Research Affiliates

AUGUST 2017

Live from Newport Beach. It’s Smart Beta!

JULY 2017

Cost and Capacity: Comparing Smart Beta Strategies

JUNE 2017

Which RAFI Index Strategy Is Right for You?

FEBRUARY 2017

Forecasting Factor and Smart Beta Returns

JANUARY 2016

The Dirty Little Secret of Passive Investing

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RAFI Indices is built with the research, insights, and strategies of our sister company: Research Affiliates, LLC