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 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 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 Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies FBF "Structured Products and Derivatives" Research Chair ALM and Asset Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair ORTEC Finance "Private Asset-Liability Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair UFG "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" 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 Investment Management Review Editorial Policy Subscriptions Events Events organised by EDHEC-Risk Institute CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, London, 30 November-2 December, 2010 EDHEC-Risk Institutional Days 2010, Monaco, 8-9 December, 2010 Green Investing 2010, Nice, 10 December, 2010 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs International Advisory Board Team EDHEC-Risk News 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
Indexes and Benchmarking
This programme involves two aspects of research into indices and benchmarks in traditional and alternative investment. The first aspect looks at the quality of indices, the criteria institutions use to select them, and revisits modern portfolio theory to develop new approaches to building efficient indices. In response to criticism of the lack of representativeness of hedge fund indices, EDHEC-Risk has proposed a proprietary method of style index construction for the alternative universe and launched the first composite hedge fund strategy indices in 2003. The second aspect of this research programme examines the use of index products in the core-satellite approach to investment management.

This programme includes the “Core-Satellite and ETF Investment” research chair, in partnership with Amundi ETF, the EDHEC-Risk IEIF Commercial Property Indices and the FTSE EDHEC-Risk Efficient IndexTM series.
EDHEC-RISK EFFICIENT EQUITY INDICES
Background to the EDHEC-Risk Efficient Equity Indices, and performance data for the FTSE EDHEC-Risk Efficient Index Series.
EQUITY INDEX RESEARCH
List of research papers by EDHEC-Risk on the subject of equity indices.
EDHEC-RISK ALTERNATIVE INDEXES
Presents data downloads, graphs and the methodological background to the EDHEC-Risk Alternative Indexes.
HEDGE FUND INDEX RESEARCH
An overview of external papers on hedge fund indices and a focus on EDHEC-Risk's stance on the eligibility of hedge fund indices for UCITS.
EDHEC-RISK IEIF COMMERCIAL PROPERTY INDICES
Presents data downloads, graphs and the methodological background to the EDHEC-Risk IEIF Commercial Property Indexes.
AMUNDI ETF "CORE-SATELLITE AND ETF INVESTMENT" RESEARCH CHAIR
Information about the Amundi ETF "Core-Satellite and ETF Investment" Research Chair.