Capitalisation-weighted indices are known to suffer from problems associated with high concentration; they fail to take full advantage of the diversification opportunities offered by equity markets.
Head of applied research at EDHEC-Risk Institute and directorof research and development at EDHEC-Risk Indices & Benchmarks.
Quantitative analyst at EDHEC-Risk Institute.
Type: | EDHEC Publication |
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Date: | le 28/04/2011 |
Extra information : | For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ [email protected] ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School. |
Research Cluster : | Marketing |