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 :||Publication EDHEC|
|Date :||le 28/04/2011|
|Complément d'informations||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.|
|Pôle de recherche||Marketing|