Welcome to the Academy of Financial Service’s 2019 Annual Meeting being held in Minneapolis, Minnesota in conjunction with FPA’s Annual Conference 2019. This is the full agenda for AFS. For details on FPA items, visit their Full Schedule. Please report any errors to support@academyfinancial.org.
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Tuesday, October 15 • 9:00am - 9:50am
A3b The Historical Performance of Equal-Weighted Indexes and ETF’s

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Several recent papers report that investors would benefit from investing in equal-weighted portfolios instead of the traditional value-weighted portfolios. These papers employ theoretical models and simulated portfolios to support their recommendation. Since this switch would be a radical change from current practice for index investors, we re-examine this proposition by studying the historical performance of equal-weighted and value-weighted versions of five different S&P and Russell stock indexes over the last two decades. Adopting the individual investors’ perspective, we also examine the performance of exchange traded funds that track these indexes.

Author(s): S. Gowri Shankar, James M. Miller

avatar for Gowri Shankar

Gowri Shankar

Faculty, University of Washington Bothell

Tuesday October 15, 2019 9:00am - 9:50am CDT
202 AB

Attendees (1)