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Concept

Index fund

Related publications (25)

Mutual fund competition in the presence of dynamic flows

Julien Hugonnier

This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel (2010). We characterize the set of equilibria for this portfolio management game and show that there exists a unique Pareto optimal equili ...

2010

Variance Risk Premia in Energy Commodities

Anders Trolle

This paper investigates variance risk premia in energy commodities, particularly crude oil and natural gas, using a robust model-independent approach. Over a period of 11 years, we find that the average variance risk premia are significantly negative for b ...

2010

The stability of the h-index

Monika Henzinger

Over the last years the h-index has gained popularity as a measure for comparing the impact of scientists. We investigate if ranking according to the h-index is stable with respect to (i) different choices of citation databases, (ii) normalizing citation c ...

Springer Netherlands2010

Query-driven indexing in large-scale distributed systems

Gleb Skobeltsyn

Efficient and effective search in large-scale data repositories requires complex indexing solutions deployed on a large number of servers. Web search engines such as Google and Yahoo! already rely upon complex systems to be able to return relevant query re ...

EPFL2009

Discrete choice models with multiplicative error terms

Michel Bierlaire

The conditional indirect utility of many random utility maximization (RUM) discrete choice models is specified as a sum of an index V depending on observables and an independent random term. In general, the universe of RUM consistent models is much larger, ...

2009