基本指数投资.pdf

The Fundamental Index A BETTER WAY TO INVEST ffirs.indd vi 3/17/08 6:25:27 PM Contents Foreword xiii Preface xvii Chapter 1 Efficient Indexing for an Inefficient Market 1 Evidence of Market Efficiency 2 The Case for Indexing 6 Evidence of Market Inefficiency 8 Conclusion 11 Chapter 2 Origins of the Fundamental Index Concept 13 Origins of the Research Affiliates Fundamental Index (RAFI) 17 A Series of Aha! Moments 19 Research Affiliates Fundamental Index 22 Fundamental Index Performance 23 Concluding Thoughts: A Better Way to Invest 27 Chapter 3 Investors’ Greatest Errors 29 Negative Alpha 30 Practicing What We Preach 38 Conclusion 40 Chapter 4 The Vir