An Examination of Traditional Style Indices

Jason Hsu; Vitali Kalesnik; Himanshu Surti

doi:10.3905/jii.2010.1.2.014

Article

An Examination of Traditional Style Indices

Jason Hsu, Vitali Kalesnik and Himanshu Surti

The Journal of Index Investing Fall 2010, 1 (2) 14-23; DOI: https://doi.org/10.3905/jii.2010.1.2.014

Jason Hsu

is the CEO of Research Affiliates, LLC, in Newport Beach, CA, and a professor of finance at the UCLA Anderson School of Management in Los Angeles, CA.

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For correspondence: hsu@rallc.com

Vitali Kalesnik

is a vice president in Research & Investment Management at Research Affiliates, LLC, in Newport Beach, CA.

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For correspondence: Kalesnik@rallc.com

Himanshu Surti

is a research associate in Research & Investment Management at Research Affiliates, LLC, in Newport Beach, CA.

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For correspondence: surti@rallc.com

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An Examination of Traditional Style Indices