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| Tekijä: | Keim, D. B. |
| Otsikko: | An analysis of mutual fund design: the case of investing in small-cap stocks. |
| Lehti: | Journal of Financial Economics
1998 : FEB, VOL. 51:2, p. 173-194 |
| Asiasana: | Transaction costs Unit trusts Investment trusts Portfolio management |
| Vapaa asiasana: | Index fund |
| Kieli: | eng |
| Tiivistelmä: | This paper examines a passive mutual fund launched by Dimensional Fund Advisors in 1982 and designed to capture the returns and risks of small-cap stocks.This the '9-10 Fund' is based on the CRSP 9-10 Index, an index of small-cap stocks constituting the ninth and tenth deciles of NYSE market capitalization. The 9-10 Fund is a passive portfolio, but it does not follw a pure indexing strategy. |
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