Catholic Values and Direct Indexing: No Performance Penance Needed
Rafika Shibly, Andrew Subkoviak and Paul Bouchey
The Journal of Beta Investment Strategies Direct Indexing 2022, jbis.2022.1.006; DOI: https://doi.org/10.3905/jbis.2022.1.006
Rafika Shibly
is a Vice President at Citi Private Bank in Seattle, WA
Andrew Subkoviak
is a Senior Investment Strategist at Parametric in Seattle, WA
Paul Bouchey
is the Global Head of Research at Parametric in Seattle, WA
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In this issue
The Journal of Beta Investment Strategies
Vol. 13, Issue 2
Direct Indexing 2022
Catholic Values and Direct Indexing: No Performance Penance Needed
Rafika Shibly, Andrew Subkoviak, Paul Bouchey
The Journal of Beta Investment Strategies Mar 2022, jbis.2022.1.006; DOI: 10.3905/jbis.2022.1.006
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- Article
- Abstract
- BACKGROUND ON CATHOLIC VALUES INVESTING
- HISTORICAL PERFORMANCE OF A PASSIVE CATHOLIC VALUES INDEX
- HOW RESTRICTIVE IS A CATHOLIC VALUES SCREEN?
- WEIGHTING METHOD 1: THE SIMPLE PRO-RATA WAY
- WEIGHTING METHOD 2: THE OPTIMIZED WAY
- IMPACT ON OTHER INDICES
- TAX MANAGEMENT IN A CATHOLIC VALUES DIRECT INDEX
- THE ROLE OF ACTIVE OWNERSHIP
- CONCLUSION
- ENDNOTES
- REFERENCES
- Info & Metrics
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