Welcome to ‘beta prime’ – the ‘new’ style of indexing

By Iain MorseNovember 2007 (Magazine)

Some bold claims have been made on behalf of fundamental indexing. “I am not suggesting they should entirely replace traditional cap weighted indices,” concedes Rob Arnott, principal of US based Research Affiliates, ” but our indices offer better returns for low volatility.”These claims have persuaded some pension funds in Sweden ...