PIMCO announces RAFI

最新推荐文章于 2025-03-12 20:08:33 发布

最新推荐文章于 2025-03-12 20:08:33 发布 · 111 阅读

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本文介绍了Research Affiliates Fundamental Index (RAFI) 的概念，这是一种通过考虑公司的基本面因素而非单纯市值来确定投资组合权重的新方法。作者认为这种方法从价值投资的角度来看更为合理，并且虽然其个人的方法偏向技术面，但同样支持放弃以市值为基础的权重体系。

Thanks for the nice introduction from earlzhang's blog on Research Affiliates Fundamental Index (RAFI). Basically, it's a new system to determine the weights of portfolios by looking at fundamental factors of companies, rather than capital sizes of them. In my comment posted there, I think it makes more sense from the value perspect, while although my own approach to this question is rather technical, we share the same mindset to give up the capital-based weight system, which, by no means, can be efficient. However, I must admit that capital-based system makes portfolio managers easier to construct passively managed funds. That's why it's widely adopted.