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):

Noel Amenc

Professor of Finance and Director of EDHEC-Risk Institute.

Felix Goltz

Head of applied research at EDHEC-Risk Institute.

Lin Tang

Senior Research Engineer at EDHEC Risk Institute–Asia.

Vijay Vaidyanathan

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

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