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Article

Thinking about Indices and “Passive” versus Active Management

Russell J. Fuller, Bing Han and Yining Tung
The Journal of Portfolio Management Summer 2010, 36 (4) 35-47; DOI: https://doi.org/10.3905/jpm.2010.36.4.035
Russell J. Fuller
is the president and CEO of Fuller & Thaler Asset Management, Inc., in San Mateo, CA.
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  • For correspondence: rfuller@fullerthaler.com
Bing Han
is an assistant professor of finance at the McCombs School of Business at the University of Texas in Austin, TX.
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  • For correspondence: bing.han@mccombs.utexas.edu
Yining Tung
is an investment analyst at Fuller & Thaler Asset Management, Inc., in San Mateo, CA.
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  • For correspondence: ytung@fullerthaler.com
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The Journal of Portfolio Management: 36 (4)
The Journal of Portfolio Management
Vol. 36, Issue 4
Summer 2010
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Thinking about Indices and “Passive” versus Active Management
Russell J. Fuller, Bing Han, Yining Tung
The Journal of Portfolio Management Jul 2010, 36 (4) 35-47; DOI: 10.3905/jpm.2010.36.4.035

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Thinking about Indices and “Passive” versus Active Management
Russell J. Fuller, Bing Han, Yining Tung
The Journal of Portfolio Management Jul 2010, 36 (4) 35-47; DOI: 10.3905/jpm.2010.36.4.035
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  • Article
    • Abstract
    • ACTIVE DECISIONS INVOLVED IN CONSTRUCTING PAPER INDICES
    • A BRIEF HISTORY OF INDEXING
    • CONSTRUCTING AN INDEX TO BE REPRESENTATIVE OF U.S. LARGE-CAP STOCKS
    • CAN CAP-WEIGHTED INDEXED PORTFOLIOS BE IMPROVED USING ONLY MARKET-CAP INFORMATION?
    • SUMMARY AND CONCLUSIONS
    • ENDNOTES
    • REFERENCES
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