Go to content
UR Home

Fundamental Indexing Around the World

Walkshäusl, Christian and Lobe, Sebastian (2010) Fundamental Indexing Around the World. Review of Financial Economics 19 (3), pp. 117-127.

Full text not available from this repository.

at publisher (via DOI)

Other URL: http://ideas.repec.org/a/eee/revfin/v19y2010i3p117-127.html


Using an international sample from 1982 to 2008, we investigate the performance of global and 50 country-specific (28 developed and 22 emerging) fundamentally weighted portfolios compared to capitalization-weighted portfolios. First, we establish that superior performance of domestic portfolios diminishes considerably when applying a bootstrap procedure for robust performance testing. Second, ...


Export bibliographical data

Item type:Article
Date:August 2010
Additional Information (public):ACATIS VALUE PRIZE 2009 (First Prize)
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder)
Interdisciplinary Subject Network:Immobilien- und Kapitalmärkte
Identification Number:
G11Journal of Economics Literature Classification
G14Journal of Economics Literature Classification
G15Journal of Economics Literature Classification
Keywords:Fundamental indexing; Value premium; Performance evaluation
Dewey Decimal Classification:300 Social sciences > 330 Economics
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:16669
Owner only: item control page
  1. Homepage UR

University Library

Publication Server


Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons