This paper analyses a set of equity indices whose aim is to improve on capitalisation weighting and thus to provide “improved beta”.
Professor of finance and director of EDHEC-Risk Institute.
Professor of finance at EDHEC Business School and scientific director of EDHEC-Risk Institute.
Head of Applied Research at EDHEC-Risk Institute.
Research Analyst at EDHEC-Risk Institute.
|Type :||Publication EDHEC|
|Date :||le 18/04/2011|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ email@example.com ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|