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 EDHEC-Risk IEIF Commercial Property Indices Hedge Fund Indices Literature EDHEC-Risk's Position on the Eligibility of Hedge Fund Indices for UCITS Assessing the Quality of Stock Market Indices EDHEC-Risk European ETF Survey Core-Satellite Investing Amundi ETF "Core-Satellite and ETF Investment" Research Chair Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Alpha League Table IPE/EDHEC-Risk Institute Institutional Asset Management Awards (IAMA) Rating the Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification EDHEC-Risk European Alternative Diversification Practices Survey Hedge Fund Style Allocation EDHEC-Risk Funds of Hedge Funds Reporting Survey The Amaranth Case The Hedge Fund Debate Core-Satellite Investing Newedge "Advanced Modelling for Alternative Investments" Research Chair Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies Use of Derivatives in Asset Management FBF "Structured Products and Derivatives" Research Chair ALM and Asset Management Solvency II Impact of IFRS & Solvency II on ALM & AM in Insurance Companies Managing Pension Assets Benefits of Hedge Funds in ALM ALM Decisions in Private Banking 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 Bonds: Issuers' and Investors' Perspectives" Research Chair Operational Risks and Performance MiFID TCA in Europe: Current & Best Practices 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 Alternative Asset Allocation Seminar, New York, 30 March-1 April 2010 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, Singapore, 18-20 May 2010 Conférence de la Gestion Institutionnelle Française 2010, Paris, 8-9 juin 2010 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 13-15 July 2010 EDHEC-Risk Institutional Days 2010, Monaco, 8-9 December, 2010 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs International Advisory Board Partners 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 research programme has given rise to extensive research on the subject of indices and benchmarks in both the hedge fund universe and more traditional investment classes. Its main focus is on analysing the quality of indices and the criteria for choosing indices for institutional investors. EDHEC-Risk also proposes an original proprietary style index construction methodology for both the traditional and alternative universes. These indices are intended to be a response to the critiques relating to the lack of representativity of the style indices that are available on the market. EDHEC-Risk Institute was the first to launch composite hedge fund strategy indices as early as 2003.
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.
EDHEC-RISK IEIF COMMERCIAL PROPERTY INDICES
Presents data downloads, graphs and the methodological background to the EDHEC-Risk IEIF Commercial Property Indexes.
HEDGE FUND INDICES LITERATURE
Highlights some specific characteristics of hedge fund indices.
EDHEC-RISK'S POSITION ON THE ELIGIBILITY OF HEDGE FUND INDICES FOR UCITS
Details EDHEC-Risk's reply to the CESR Recommendations on the Eligibility of Hedge Fund Indices for Investments of UCITS, and EDHEC-Risk's answers to the subsequent CESR Issues Paper.
ASSESSING THE QUALITY OF STOCK MARKET INDICES
Research conducted by EDHEC-Risk on the main market indices used by European investors.
EDHEC-RISK EUROPEAN ETF SURVEY
A comprehensive report on current ETF practices by asset managers and institutional investors in Europe.
CORE-SATELLITE INVESTING
In March 2004, within the context of a study dedicated to the use of EuroMTS trackers in institutional investment, EDHEC-Risk Institute began to advocate the core-satellite approach to investment management, by predicting that it would revolutionise asset management, not only in France but also in Europe. This section presents EDHEC-Risk's research in this area.
AMUNDI ETF "CORE-SATELLITE AND ETF INVESTMENT" RESEARCH CHAIR
Information about the Amundi ETF "Core-Satellite and ETF Investment" Research Chair.