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Why Do Equally Weighted Portfolios Beat Value-Weighted Ones?

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Bibliographic Details
Title: Why Do Equally Weighted Portfolios Beat Value-Weighted Ones?
Authors: Swade, Alexander a.swade@lancaster.ac.uk, Nolte, Sandra s.nolte@lancaster.ac.uk, Shackleton, Mark m.shackleton@lancaster.ac.uk, Lohre, Harald h.lohre@robeco.com
Source: Journal of Portfolio Management. Apr2023, Vol. 49 Issue 5, p167-187. 21p.
Database: Business Source Ultimate
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ISSN:00954918
DOI:10.3905/jpm.2023.1.482