Does index rebalancing destroy value for index funds investors?: Evidence from the S&P 500 Index

Additional Metadata
Keywords	Fund performance, Index rebalancing, Index funds
Thesis Advisor	Qiu, B., Jiang, H. + Shen, R.
Persistent URL	hdl.handle.net/2105/20974
Series	ERIM - Philosophy in Business Research
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Qiu, Y. (2013). Does index rebalancing destroy value for index funds investors?: Evidence from the S&P 500 Index. In ERIM - Philosophy in Business Research.http://hdl.handle.net/2105/20974

Does index rebalancing destroy value for index funds investors?