Article

What Is an Index?

Andrew W. Lo
The Journal of Portfolio Management Winter 2016, 42 (2) 21-36; DOI: https://doi.org/10.3905/jpm.2016.42.2.021

Article Information

vol. 42 no. 2 21-36
DOI 
https://doi.org/10.3905/jpm.2016.42.2.021
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 31, 2016.
Copyright & Usage 
© 2016 Pageant Media Ltd

Author Information

  1. Andrew W. Lo
    1. is the Charles E. and Susan T. Harris Professor at MIT Sloan School of Management, principal investigator at MIT Computer Science and Artificial Intelligence Laboratory, and chief investment strategist at AlphaSimplex Group, LLC, all in Cambridge, MA. (alo-admin{at}mit.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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What Is an Index?
Andrew W. Lo
The Journal of Portfolio Management Jan 2016, 42 (2) 21-36; DOI: 10.3905/jpm.2016.42.2.021
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