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Indexes & Benchmarking Why Does Equal-Weighting Outperform Value- and Price-Weighting? 3 November, 2011 - Singapore
New insights into the performance of equity indices

At a special presentation to be held in Singapore on November 3, Raman Uppal, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, will be drawing on his recent research to explain how to shed light on the performance of equally-weighted equity indices and its sources.

Programme
  • 5:45pm
    Registration

  • 6.00pm
    Presentation: Why Does Equal-Weighting Outperform Value- and Price-Weighting?
    Raman Uppal, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute
    • Comparing the performance and risk of equal-, value-, and price-weighted portfolios of US large caps, mid-caps, and small caps
    • Controlling for differences in systematic risk exposures to size, price, liquidity and idiosyncratic volatility
    • Linking the alpha of the equal-weighted portfolio to rebalancing - shedding light on an implicit contrarian strategy

  • 7.30pm
    Question & Answer Session

  • 8.00pm
    Reception
About the Speaker

Professor Uppal’s research specialises in portfolio selection, asset pricing, and risk management. He has published widely in leading journals such as the Journal of Finance, the Review of Financial Studies, and Management Science.

He previously worked at London Business School and at the University of British Colombia and is a former Co-Director of the Financial Economics programme of the Centre for Economic Policy Research (CEPR).

Professor Uppal sits on the board of directors of the American Finance Association where he is the only board member not working at a US university. Raman Uppal received a BA in Economics from Delhi University, followed by a Masters, an MBA and a PhD from the Wharton School of the University of Pennsylvania.
Event Details
  When   Between 03/11/2011 05:30 PM and 03/11/2011 09:00 PM
Where   EDHEC Risk Institute–Asia, One George Street, seventh floor, Singapore
 
Contact Details
  Name   Karen Teo
E-mail   karen.teo@edhec-risk.com
Phone   +65 6438 0030
 
Attachments
  Programme