Abstract

1. Brian R. Bruce 1. Editor-in-Chief To open this issue, Blitz examines the performance characteristics of thematic indexes using standard asset pricing theory and finds that thematic indexes generally exhibit strong negative exposures toward the profitability and value factors, implying that

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call