EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Research News Research Papers Books Features Interviews Indexes and Benchmarking EDHEC-Risk Efficient Equity Indices FTSE EDHEC-Risk ERAFP SRI Index Equity Index Research EDHEC-Risk Alternative Indexes Hedge Fund Index Research EDHEC-Risk IEIF Commercial Property Indices Amundi ETF "Core-Satellite and ETF Investment" Research Chair Solvency II Benchmarks Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification Real Assets Newedge "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project SGCIB "Structured Equity Investment Strategies for Long-Term Asian Investors" Strategic Research Project Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies FBF "Structured Products and Derivatives" Research Chair Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project ALM and Asset Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" Research Chair Russell Investments "Solvency II Benchmarks" Research Chair Operational Risks and Performance Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks CACEIS "Risk and Regulation in the European Fund Management Industry" Research Chair EDHEC-Risk Publications Reports, Studies, Surveys and Position Papers Academic Publications All EDHEC-Risk Publications Events Events organised by EDHEC-Risk Institute Analysing Sovereign Risk for Portfolio Management Decisions Seminar, London, 12-13 June, 2012 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 12-14 June, 2012 Advanced Commodity Investment Seminar, London, 19-20 June, 2012, New York, 16-17 July, 2012 New Frontiers in Equity Investing Seminar, Boston, 26-27 June, 2012 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic Research Projects Partnership IPE EDHEC-Risk Institute Research Insights International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Institute PhD in Finance EDHEC-Risk Institute Executive MSc in Risk and Investment Management Investment Management Seminars Contact Us Contact Us
Indices & Benchmarking Alternatives to Cap-Weighted Indices Seminar 20 April, 2011 - London
At a special presentation organised in London on April 20, 2011, Noël Amenc, Director, and Felix Goltz, Head of Applied Research, at EDHEC-Risk Institute, drawing on research from the Institute’s “Indices & Benchmarking” research programme, will be exploring enhanced index and optimal benchmark construction and looking at new forms of indices and benchmarks.

In recent years, many alternatives to cap-weighted equity indices have been launched. These indices are constructed using other weighting schemes, which are supposed to improve on capitalisation weighting and thus provide investors with “improved beta”. The objective of this presentation is to analyse the performance of a set of such indices.

EDHEC-Risk Institute’s research suggests that the improved beta approaches do provide benefits compared to the standard cap-weighted indices. Moreover, the weighting schemes achieve very different objectives, making good on their promise to alleviate specific problems inherent to capitalisation weighting.

Topics to be discussed at the seminar will include:
  • Beyond Cap-Weighting
  • In Search of Representative Indices
  • Designing Efficient Investment Benchmarks
  • Alternative Weighting Schemes: Conditions for Optimality?
  • Concept Selection vs. Concept Diversification
Event Details
  When   Between 20/04/2011 08:00 AM and 20/04/2011 08:00 AM
Where   EDHEC Risk Institute—Europe, 10 Fleet Place, Ludgate, London EC4M 7RB, United Kingdom
 
Contact Details
  Name   Séverine Anjubault
E-mail   severine.anjubault@edhec-risk.com
Phone   +33 493 187 863
 
Attachments
  Programme