Tuesday, August 28, 2018

David and Goliath: Who Wins the Quantitative Battle?

The author promotes the Vanguard index funds by comparing them to the average hedge fund.  In particular, he favors index funds due to their lower cost, higher historical risk-adjusted returns, non-market timing (such as done with smart-beta), and less turnover than ETFs.

BOGLE, J. C. (2016). David and Goliath: Who Wins the Quantitative Battle?. Journal Of Portfolio Management, 43(1), 127-137.

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