How to Outperform Emerging Market Indexes Using Passive Indexation

Nipun Agarwal; Omar Farooque

doi:10.1002/jsc.2076

How to Outperform Emerging Market Indexes Using Passive Indexation

Nipun Agarwal
, Omar Farooque

Research output: Contribution to journal › Article › peer-review

Abstract

The proposed excess return indexation (ERI) method helps reduce index volatility and increase return compared with the underlying market capitalization or price-weighted indexes.

Original language	English
Pages (from-to)	501-508
Journal	Strategic Change: Briefings in Entrepreneurial Finance
Volume	25
Issue number	5
DOIs	https://doi.org/10.1002/jsc.2076
Publication status	Published - 2016

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 8 Decent Work and Economic Growth

Keywords

Economic Development Policy
Finance
Investment and Risk Management

Access to Document

10.1002/jsc.2076

https://hdl.handle.net/1959.11/19522

Handle.net

Persistent link

Cite this

@article{a28368ff031a46d2961180b934c93585,

title = "How to Outperform Emerging Market Indexes Using Passive Indexation",

abstract = "The proposed excess return indexation (ERI) method helps reduce index volatility and increase return compared with the underlying market capitalization or price-weighted indexes.",

keywords = "Economic Development Policy, Finance, Investment and Risk Management",

author = "Nipun Agarwal and Omar Farooque",

year = "2016",

doi = "10.1002/jsc.2076",

language = "English",

volume = "25",

pages = "501--508",

journal = "Strategic Change: Briefings in Entrepreneurial Finance",

issn = "1943-2593",

publisher = "John Wiley \& Sons Ltd",

number = "5",

}

TY - JOUR

T1 - How to Outperform Emerging Market Indexes Using Passive Indexation

AU - Agarwal, Nipun

AU - Farooque, Omar

PY - 2016

Y1 - 2016

N2 - The proposed excess return indexation (ERI) method helps reduce index volatility and increase return compared with the underlying market capitalization or price-weighted indexes.

AB - The proposed excess return indexation (ERI) method helps reduce index volatility and increase return compared with the underlying market capitalization or price-weighted indexes.

KW - Economic Development Policy

KW - Finance

KW - Investment and Risk Management

U2 - 10.1002/jsc.2076

DO - 10.1002/jsc.2076

M3 - Article

SN - 1943-2593

VL - 25

SP - 501

EP - 508

JO - Strategic Change: Briefings in Entrepreneurial Finance

JF - Strategic Change: Briefings in Entrepreneurial Finance

IS - 5

ER -

How to Outperform Emerging Market Indexes Using Passive Indexation

Abstract

UN SDGs

Keywords

Access to Document

Handle.net

Fingerprint

Cite this