“Antti Petajisto contributed to the literature on the risks of concentrated positions with his June 2023 study, “Underperformance of Concentrated Stock Positions.” His data sample was from CRSP and covered U.S. stocks over the period 1926-2022.”
Read the full article at Financial Advisor Magazine.
“While the Agg is often viewed as representing ‘the U.S. bond market,’ it in fact captures just 52% of the U.S. public bond market. Compare that with equity indices like
December 4, 2023 – Concurrent with the December quarterly ranking period, the Center for Research in Security Prices LLC (CRSP) is announcing the expansion of its CRSP Market Index (CRSPMI)
New Industry Classification Methodology Impact on CRSP US Sector Indexes Aug 11, 2020 The paper compares performance of CRSP Sector Indexes using FTSE Industry Classification Benchmark (ICB®) to CRSP US
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