{"paper":{"title":"Tukey's transformational ladder for portfolio management","license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"James Thompson, Philip Ernst, Yinsen Miao","submitted_at":"2016-03-19T06:08:53Z","abstract_excerpt":"Over the past half-century, the empirical finance community has produced vast literature on the advantages of the equally weighted S\\&P 500 portfolio as well as the often overlooked disadvantages of the market capitalization weighted Standard and Poor's (S\\&P 500) portfolio (see \\cite{Bloom}, \\cite{Uppal}, \\cite{Jacobs}, \\cite{Treynor}). However, portfolio allocation based on Tukey's transformational ladde have, rather surprisingly, remained absent from the literature. In this work, we consider the S\\&P 500 portfolio over the 1958-2015 time horizon weighted by Tukey's transformational ladder ("},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1603.06050","kind":"arxiv","version":5},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}