Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios

Noël Amenc, Kumar Gautam, Felix Goltz, Nicolas Gonzalez, Jan-Philip Schade: A standard practice in reporting geographic exposure of equity portfolios is to report breakdown of portfolio constituents by country or region, which are assigned to a stock based on its place of listing, incorporation or headquarters.

Auteur(s) :

Noel Amenc

Professor of finance at EDHEC Business School, director of EDHEC-Risk Institute, and chief executive officer of ERI Scientific Beta.

Kumar Gautam

Quantitative Analyst at ERI Scientific Beta.

Felix Goltz

Head of Applied Research at EDHEC-Risk Institute.

Nicolas Gonzalez

Senior Quantitative Analyst at ERI Scientific Beta.

Jan-Philip Schade

Quantitative Analyst for Indices & Benchmarks within the internship programme at EDHEC-Risk Institute,

However, the practice is questionable in the context of a globalised marketplace where a company's operations are usually not restricted to any single country (or region). Moreover, now that accounting standards have made firm-level data on business activity across different geographies widely available, a natural question is whether such data can be used to obtain more meaningful geographic exposure reporting of equity portfolios.

Type : Publication EDHEC
Date : le 10/03/2015
Pôle de recherche Finance

A voir également

Du campus de l’EDHEC au barreau de New York
Actualités
- 29-05-2020
Qu’est-ce qui vous a motivé à intégrer la filière Business Law & Management de l’...
Rencontre avec Valentin Grinner, étudiant en Pré-Master
Actualités
- 28-05-2020
Valentin Grinner “J’ai commencé un MOOC pour apprendre les bases du développement web”...
Classement des Grandes Ecoles de Commerce - Le Parisien 2020
Actualités
- 26-05-2020
L’EDHEC : 4ème Grande Ecole Française Avec une présence remarquée et constante dans les...
Rencontre avec Marie Thollet, étudiante en année de césure
Actualités
- 20-05-2020
  Marie Thollet “ L’avant ne sera pas si différent de l’après covid19 ” Marie est en...