The idea of accessing risk premia through the use of index-based funds and ETFs has been gaining momentum in recent years. Risk premia indexes aim to reflect the equity premia of stock characteristics such as value, size or momentum.
Among the risk premia indexes, equally weighted indexes are some of the oldest and most well known. This MSCI Research Insight paper revisits the rationale behind equal weighting and profiles the recent performance of these indexes.
Click here to read Demystifying Equal Weighting.
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