Predictive Blends: Fundamental Indexing Meets Markowitz

The Arithmetic of Fundamental Indexing

The Journal of Investing ◽

10.3905/joi.2008.707223 ◽

2008 ◽

Vol 17 (2) ◽

pp. 114-118 ◽

Cited By ~ 3

Author(s):

Frederick E. Dopfel

Keyword(s):

Fundamental Indexing

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Fundamental Indexing in Global Bond Markets: The Risk Exposure Explains It All

Financial Analysts Journal ◽

10.2469/faj.v73.n1.3 ◽

2017 ◽

Vol 73 (1) ◽

pp. 101-120 ◽

Cited By ~ 4

Author(s):

Lidia Bolla

Keyword(s):

Risk Exposure ◽

Bond Markets ◽

Fundamental Indexing

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Fundamental Indexing Around the World

SSRN Electronic Journal ◽

10.2139/ssrn.1343556 ◽

2009 ◽

Cited By ~ 2

Author(s):

Christian Walkshäusl ◽

Sebastian Lobe

Keyword(s):

The World ◽

Fundamental Indexing

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An Employment-Weighted Municipal Stock Index

International Journal of Business and Management ◽

10.5539/ijbm.v16n12p11 ◽

2021 ◽

Vol 16 (12) ◽

pp. 11

Author(s):

Chris Brune ◽

James Files ◽

Philip Rice

Keyword(s):

Performance Measurement ◽

Economic Performance ◽

Stock Index ◽

Economic Conditions ◽

Stock Indices ◽

Macroeconomic Indicators ◽

Local Officials ◽

State And Local ◽

Local Levels ◽

Fundamental Indexing

State and local officials are often tasked with policy decisions that are influenced by projections of future economic conditions. However, properly assessing and predicting local economic performance is challenging. Common macroeconomic indicators can be helpful, but additional tools are needed. Stock indices have traditionally been used in the investment community to evaluate performance. While a recent surge in fundamental indexing has led to a debate over performance measurement, other uses of fundamental indices have been largely ignored. We introduce an employment-weighted stock index as a supplement to traditional forecasting measures for policymakers at the state and local levels.

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