Semivariance in Risk-Based Index Construction: Quantidex Global Indexes

Paul D. Kaplan; Rodney H. Alldredge

doi:10.3905/joi.1997.408419

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Semivariance in Risk-Based Index Construction

Quantidex Global Indexes

Paul D. Kaplan and Rodney H. Alldredge

The Journal of Investing Summer 1997, 6 (2) 82-87; DOI: https://doi.org/10.3905/joi.1997.408419

Paul D. Kaplan

A vice president and chief economist of Ibbotson Associates, which he joined in 1988. Before that he taught international finance and statistics at Northwestern University. He holds a B.A. in mathematics, economics, and computer science from New York University and an M.A. and a Ph.D. in economics from Northwestern.

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Rodney H. Alldredge

President of Daniels & Alldredge Investment Management, which he cofounded in 1994. Earlier, he was with Robinson Humphrey Company. He holds a B.S. in computer information systems from Birmingham Southern Collge.

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Vol. 6, Issue 2

Summer 1997

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Semivariance in Risk-Based Index Construction