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.
Pdf
EDHEC-Risk North American Index Survey 2011...
(-1.00 B)
Type: EDHEC Publication
Date: le 12/06/2012
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

See Also

EDHEC-Risk and Swiss Life AM France set up a research chair to analyse the role of real estate in investment solutions
News
- 17-10-2018
Swiss Life Asset Managers France and EDHEC-Risk Institute have announced the creation...
Lionel Martellini speaking on the application of goal-based investing to retirement strategies at the TrackInsight European Summit in Paris on Nov 7
News
- 16-10-2018
Lionel Martellini, Professor of Finance, EDHEC Business School and Director, EDHEC-Risk...
The EDHEC Executive MBA rises six places in the Financial Times global ranking 2018
News
- 15-10-2018
The Financial Times published today its latest ranking of top Executive MBA programmes...
News
- 11-10-2018
The EDHEC Family Business Centre and Tharawat Family Business Forum, with the...