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The Rational Reminder Podcast
The Rational Reminder Podcast

Episode 355 – Do Index Funds Incur Adverse Selection Costs?

May 1, 2025 · 01:02:50
AI Summary
  • Marco Sammon discusses his paper on index rebalancing and stock market composition.
  • The conversation compares his work to Bill Sharpe's 'Arithmetic of Active Management.'
  • Key topics include defining 'the market,' index fund objectives, and tracking errors.

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