Trading frictions can make indexing small-cap stocks difficult ... The infrequent turnover of managers, coupled with Vanguard's practice of rotating them across various funds, enhances their ...

The CRSP US Small Cap Index excludes the largest 85% and smallest 2% of U.S. stocks by total market ... O'Reilly, a principal at Vanguard, has been with the firm since 1992 and has helped manage ...

The overall quant rating is not an average of the factor grades listed. Instead, it gives greater weight to the metrics with the strongest predictive value.

Connecting decision makers to a dynamic network of information, people and ideas, Bloomberg quickly and accurately delivers business and financial information, news and insight around the world ...

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