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Research & Insights

Equal weighting the Russell 1000 Index

Equal weight indexes are the simplest type of alternatively-weighted index. By comparison to the standard index construction method of capitalization weighting, an equal weight index is indifferent to a stock's market value.

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Diversification, liquidity and transparency in global-listed real estate

Listed real estate securities offer investors the opportunity to access the commercial real estate market with the added liquidity, transparency and regulation associated with publicly traded stocks.

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FTSE Russell China Bond Research Report

The February 2017 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

 

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Small Cap Perspectives: Russell 2000 Index 4Q2016 Analysis

The fourth quarter reaction of the Russell 2000 Index’s Financial Services Sector to Donald Trump’s election as President of the United States suggests that the market is anticipating another such period of enhanced profitability, particularly for banks.

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Small Cap Perspectives: Russell 2000 Index 3Q2016 Analysis

No big worries? Global uncertainties loom, but equities continue positive momentum, for now. Despite a bundle of uncertainties, the market seems to have shrugged off the worries in the third quarter.

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Volatility reduction: How minimum variance indexes work

The final article in a series covering risk-based indexes and their applications, reviews minimum variance indexes in detail.

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Understanding risk-based index construction

In this article we look into the construction methods of risk-based indexes and compare approaches to achieving volatility reduction and/or improved diversification.

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China through the mosaic of its share classes

Organizing the constellation of China-based share types together may seem as far flung as the listings themselves. But in this report, we endeavor to do just that by comparing and contrasting all seven China share classes. We explore the performance of each share type, the characteristics of each share type and how those look when brought together in a combined index, and give perspective to China A’s inclusion in global benchmarks.

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The US small cap premium and the business cycle

How have US small cap stocks as represented by the Russell 2000 performed historically at the end of an economic expansion? Previous research has shown a tendency for small caps to move into positive territory in advance of economic troughs, before recessions end. In the present research paper, we add to this body of work by examining the historical performance of the Russell 2000 around the five expansionary peaks of the US economy identified by the National Bureau of Economic Research (NBER) since 1979.

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Targeting risk with smart beta indexes

Risk-based indexes are an important category of smart beta—they target different objectives and are commonly used to complement allocations to traditional capitalization-weighted approaches. In this article, we explore the most popular types of risk-based indexes and summarize their objectives.

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