Capitalisation weighting in equity index construction has come in for harsh criticism of late. Our research into efficient indexation returns to the roots of modern portfolio theory to provide an alternative to current methods of constructing equity indices.
Head of applied research at EDHEC-Risk Institute and director of research & development at EDHEC-Risk Indices & Benchmarks.
Research analyst at EDHEC-Risk Institute.
|Type :||Publication EDHEC|
|Date :||le 31/01/2011|
|Complément d'informations||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.|
|Pôle de recherche||Marketing|