EDHEC-Risk North American Index Survey 2011
Noël Amenc, Felix Goltz, Lin Tang, Vijay Vaidyanathan: The EDHEC-Risk North American Index Survey 2011 aims to analyse the current uses of and opinions on stock, bond and equity volatility indices.
Author(s):
Professor of Finance and Director of EDHEC-Risk Institute.
Head of applied research at EDHEC-Risk Institute.
Senior Research Engineer at EDHEC Risk Institute–Asia.
President of EDHEC-Risk Indices & Benchmarks North America.
EDHEC Survey While information on index vehicles is widely available, particularly in the case of exchange-traded vehicles, we hope that this survey will provide unique insight into the users’ perspective in the index industry, not only including a description of the current practices, but also user perceptions on different indices and on benefits and drawbacks of index construction methodologies. Furthermore, there is a growing body of research on index construction and index use. Recent studies assess current indices and also propose alternative approaches to construct indices. This survey also serves as a tool to explore views of institutional index users on the conclusions of the literature in financial research.
| Type: | EDHEC Publication |
|---|---|
| Date: | le 12/06/2012 |
| Research Cluster : | Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
