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 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 La Française AM "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" 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 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, San Francisco, 6-8 March, 2012 Execution and Trading on Equity Markets - The New Landscape, Singapore, 9 March, 2012 EDHEC-Risk Days Europe 2012, London, 27-29 March, 2012 Alternative Asset Allocation Seminar, New York, 11-13 April, 2012 Advances in Equity Portfolio Construction Seminar, London, 19-20 April, 2012 State-of-the-Art Commodities Investing Seminar, Singapore, 23-24 April, 2012 EDHEC-Risk Days Asia 2012, Singapore, 9-10 May, 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 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic Research Projects Partnership 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

Sources

Applied Financial Economics

Applied Mathematical Finance

Applied Mathematics & Optimization

Banque & Marchés

Derivatives Use, Trading & Regulation

EBSCO

Efficient Frontier

European Investment Review

Finance – Revue de l’Association Française de Finance

Financial Analysts Journal

Financial Market Trends

Financial Review

Global Equity and Derivative Markets – Morgan Stanley Quantitative Strategies

International Finance

International Review of Economics and Finance

International Review of Finance

Journal of Accountancy

Journal of Alternative Investments

Journal of Applied Finance

Journal of Asset Management

Journal of Business

Journal of Derivatives

Journal of Education for Business

Journal of Economic Behavior & Organization

Journal of Economic Theory

Journal of Economics and Finance

Journal of Finance

Journal of Financial and Quantitative Analysis

Journal of Financial and Strategic Decisions

Journal of Financial Economics

Journal of Financial Planning

Journal of Financial Research

Journal of Fixed Income

Journal of Futures Markets

Journal of International Business Studies

Journal of Investing

Journal of Performance Measurement

Journal of Political Economy

Journal of Portfolio Management

Journal of Private Equity

Journal of Real Estate Portfolio Management

Journal of Risk Finance

Journal of Structured Finance

Journal of Trading

Journal of Wealth Management

Mathematical Finance

Review of Financial Studies

Review of Quantitative Finance and Accounting

Risk

SSRN

 

FTSE EDHEC-Risk Efficient Indexes: January 2012
United States 4.27%
United Kingdom 2.78%
Eurobloc 5.66%
Developed Europe 5.17%
Dev. Europe ex. UK 5.58%
Japan 2.20%
Dev. Asia ex. Jap. 7.51%
Asia-Pac. ex. Jap. 8.66%
Asia-Pacific 6.63%
Developed 4.65%
Emerging 10.25%
All World ex. US 6.10%
All World ex. UK 5.36%
All World 5.28%


EDHEC-Risk Alternative Indexes: December 2011
Conv. Arb. 0.29%
CTA Global 0.34%
Dist. Sec. 0.50%
Emg. Mkts -1.81%
Eq. Mkt Neut. 0.06%
Event Driven -0.34%
Fix. Inc. Arb. 0.45%
Global Macro -0.22%
L/S Equity -0.56%
Merger Arb. 0.56%
Rel. Value 0.12%
Short Selling 0.41%
FoF -0.54%

EDHEC-Risk IEIF Commercial Property: January 2012
Price (FR) 0.36%
Total Return (FR) 1.80%





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