Concepedia

Factor Indexing

Factor Indexing is a portfolio construction methodology that systematically selects and weights securities based on exposure to specific, persistent risk factors—such as value, size, momentum, or volatility—distinguishing it from traditional market-capitalization-weighted indexing by targeting empirically rewarded sources of return rather than broad market representation.

33

Publications

1.4K

Citations

58

Authors

39

Institutions

Publications per year

2017–2026

5

Parents

Publications

33

Extension of Jones' theory on index to arbitrary factors

Hideki Kosaki · Journal of Functional Analysis · 1986 · 248 citations

, , +4

Factor Matching Procedures: an Improvement of the s Index; with Tables

Raymond B. Cattell, Karel Balcar, Jean-Louis Horn et al. · Educational and Psychological Measurement · 1969 · 185 citations

, , +4

Factor Simplicity Index and Transformations

Peter M. Bentler · Psychometrika · 1977 · 144 citations

, , +7

Minimizing Indices of Conditional Expectations onto a Subfactor

Fumio Hiai · Publications of the Research Institute for Mathematical Sciences · 1988 · 105 citations · Full text

, , +6

A remark on the minimal index of subfactors

Hideki Kosaki, Roberto Longo · Journal of Functional Analysis · 1992 · 82 citations

, , +4

1–5 of 33

Authors

58

  1. HK
    Hideki Kosaki

    Kyushu University, Japan

    3 publications · 341 citations

    3

    h-index

  2. JB
    Jennifer Bender

    State Street (United States), United States

    2 publications · 41 citations

    2

    h-index

  3. DB
    David Blitz

    Erasmus University Rotterdam, Netherlands

    2 publications · 30 citations

    2

    h-index

  4. FH
    Fumio Hiai

    Tohoku University, Japan

    2 publications · 129 citations

    2

    h-index

  5. KR
    Karl-Henning Rehren

    University of Göttingen, Germany

    1 publications · 12 citations

    1

    h-index

1–5 of 58

Institutions

39

  1. Hokkaido University

    Sapporo, Japan

    2 h-index

    2 publications

    120 citations

  2. University of California, Los Angeles

    Los Angeles, United States

    2 h-index

    2 publications

    158 citations

  3. State Street (United States)

    Boston, United States

    2 h-index

    3 publications

    59 citations

  4. Kyushu University

    Fukuoka, Japan

    2 h-index

    3 publications

    104 citations

  5. Santa Clara University

    Santa Clara, United States

    2 h-index

    2 publications

    30 citations

  6. Vanderbilt University

    Nashville, United States

    2 h-index

    2 publications

    32 citations

  7. Quantitative BioSciences

    Solana Beach, United States

    2 h-index

    2 publications

    29 citations

  8. Australian National University

    Canberra, Australia

    1 h-index

    1 publications

    14 citations

1–8 of 39

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 92 citations

    5

    h-index

  2. The Journal of Index Investing

    JII · 4 publications · 80 citations

    4

    h-index

  3. Journal of Functional Analysis

    3 publications · 342 citations

    3

    h-index

  4. 2

    h-index

  5. Financial Analysts Journal

    FAJ · 2 publications · 43 citations

    2

    h-index

1–5