Faculty and Research
You are here : Faculty and Research > News
EDHEC to reveal the results of a new study on Fundamentally Weighted Indices at the EDHEC Institutional Days in Paris
Published on April 28, 2008
The EDHEC position paper, written by Noël Amenc, Felix Goltz and Véronique Le Sourd, analyses a set of characteristics-based indices that have recently been launched on the US market and have been said to outperform standard market cap-weighted indices over particular backtest samples. The authors analyse the performance of an exhaustive list of such indices.
The session on New forms of indices and benchmarks' at the EDHEC Institutional Days will be presented by Felix Goltz, PhD, Senior Research Engineer with the EDHEC Risk and Asset Management Research Centre, and Lionel Martellini, PhD, Scientific Director of the EDHEC Risk and Asset Management Research Centre and Professor of Finance with EDHEC Business School.
The speakers will provide an overview of alternatives to cap-weighted indices, assess fundamental index® strategies, and explore how efficient indices can be created and optimal benchmarks designed. Presiding the session will be Alain Dubois, Chairman of the Board of Lyxor Asset Management, and he will be joined for the discussion by distinguished guests from leading European institutional investors Tomas Franzén, Head of Asset Allocation with AP2; Riccardo Gandini, Co-Head of the Financial Division at Inarcassa; and Theo Jeurissen, Chief Investment Officer of PMT and Advisory Board Member with the EDHEC Risk and Asset Management Research Centre.
The second edition of the EDHEC Institutional Days will feature a series of other important initiatives for delivering research results to finance professionals:
- EDHEC-Wall Street Journal Europe Institutional Investor Forum
- Pension Fund Conference: Novel Techniques and Challenges for European Investors
- EuroPerformance-EDHEC Alpha League Table Forum
- IPE EDHEC Institutional Asset Management Awards
- State-of-the-Art Institutional Asset Management Master Class
- Institutional Investment Management Seminars
[More : EDHEC Institutional Days]
Written by STEPHANE COLOMBANI
Date of update July 31, 2008
[ Top of the page ]
Key figures
Executive Education : EDHEC Executive - Executive MBA - IMARISC - Cycle Supérieur de Management (CSM) - CEVE (BADGE CIF, Conseil en Investissements financiers) - Séminaires - Intras - EDHEC Asset Management Education
EDHEC Corporate : Discover EDHEC - History - Campuses - Recruitment - Media - Research Centres - Chairs - EDHEC Foundation
Contact : Contact us