Index Sampling Turnover
The research uses algorithms to create replication portfolios, noting that stocks in these portfolios have higher turnover rates than other index constituents.
Featured in No. 94 on 23 Apr 2025 · 8 days after release
- Released
- 15 Apr 2025
- First featured
- No. 94 · 23 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5225927
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).