Fundamental indices

Fundamental Indexes


RAFI Indexes are available from Charles Schwab (mutual funds) and Powershares ( as ETFs).

Fundamental Index Methodologies

 * FTSE RAFI Index Series
 * FTSE RAFI Index Series Methodology Overview


 * William Bernstein, Fundamental Indexing and the Three-Factor Model, Efficient Frontier, May, 2006
 * Fundamental Indexing, forum discussion

Academic Papers

 * Arnott, Robert D., Hsu, Jason C. and Moore, Philip, Fundamental Indexation. Available at SSRN: http://ssrn.com/abstract=604842
 * Arnott, Robert D., Hsu, Jason C., Li, Feifei and Shepherd, Shane D., Applying Valuation-Indifferent Indexing to Fixed Income (September 4, 2008). Available at SSRN: http://ssrn.com/abstract=1263246
 * Blitz, David and Swinkels, Laurens A. P., Fundamental Indexation: An Active Value Strategy in Disguise (July 1, 2008). Available at SSRN: http://ssrn.com/abstract=1184848
 * Dopfel, Fred, The Arithmetic of Fundamental Indexing, Investment Insights, 6.07. June 2007, Volume 10, Issue 3, Barclays Global Investors
 * Estrada, Javier, Fundamental Indexation and International Diversification (December 2006). Available at SSRN: http://ssrn.com/abstract=949162
 * Hsu, Jason C. and Campollo, Carmen, An Examination of Fundamental Indexation (November 2005). Available at SSRN: http://ssrn.com/abstract=843384
 * Pope, Brad, Insights On Market Capitalization And Fundamental-Weighted Indexes Barclays Global Inevestors
 * Treynor, Jack, Why Market-Valuation-Indifferent Indexing Works, Financial Analysts Journal Volume 61 • Number 5 ©2005, CFA Institute