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

See Also

Exprimez votre raison d'être pour renverser la logique de l'engagement
Publication
- 14-06-2021
Après la parution du livre blanc sur la nouvelle donne de l’engagement des nouvelles...
#MyMBAStory – Building Her Way to Amazon – Adriana Molnar-Barton, EDHEC Global MBA alumna
News
- 10-06-2021
Adriana is used to working in a man’s world. Working within the construction industry,...
Deloitte Foundation: WINFIN, award winner
News
- 10-06-2021
How do we measure success?  The answer to this is highly personal as we all have...
Dean and students on What's next for Business Schools
News
- 09-06-2021
Four students discussed with Dean Emmanuel Métais on the future of Business Schools,...