| Document Date: 2012-06-04 02:35:47
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City Optimization / Heuristic / Tracking Error Optimization / Newport Beach / / Company Standard & Poor / Research Affiliates LLC / Xing / Capital IQ / Thomson Reuters / Financial Analysts Journal / Standard & Poor's Financial Services LLC / / Country United States / / Event Credit Rating / M&A / Dividend Issuance / / Facility Texas A&M University / College Station / CFA Institute / / IndustryTerm actual investment products / optimization algorithms / finance theory / finance / / MarketIndex S&P 500 / Research Affiliates Fundamental / Russell 1000 / MSCI World / / Organization UCLA / School of Management / CFA Institute / Texas A&M University / / Person Jason Hsu / Bryce Little / Strategies Tzee-man Chow / Vitali Kalesnik / Chow / Kenneth French / / Position chief investment officer / Financial Analyst / Editor / vice president / adjunct assistant professor of finance / representative / threefactor model / research associate / / Product Fama / / ProvinceOrState California / / PublishedMedium the Financial Analyst Journal / Financial Analysts Journal / / Technology alpha / risk clusters.11 The algorithm / Information Technology / optimization algorithms / / URL www.cfapubs.org / / |
Financial Analysts Journal Volume 67 Number 5 ©2011 CFA Institute A Survey of Alternative Equity Index Strategies Tzee-man Chow, Jason Hsu, Vitali Kalesnik, and Bryce Little