Monday, June 20, 2011

GDP or Cap weights?

Fama and French discuss whether you should weight your international equity portfolio based on country GDP or on market cap.   Clearly market cap makes the only theoretical sense.   Country GDP is just arbitrary.

No comments:

Post a Comment

What's going on with inflation?

I recently posted an article on the Poole College Thought Leadership page titled: " What's going on with inflation?" .  This w...