Research and publications

Assessing the Quality of Stock Market Indices: Requirements for Asset Allocation and Performance Measurement

At a presentation to the members of the Af2i (French association of institutional investors) in Paris on September 12th, Noël Amenc, Director of the EDHEC Risk and Asset Management Research Centre, warned his institutional audience about the dangers of relying solely on stock market indices as a benchmark for their investment management performance.

Author(s):

Noël Amenc, Felix Goltz, Véronique Le Sourd

Summary:

At a presentation to the members of the Af2i (French association of institutional investors) in Paris on September 12th, Noël Amenc, Director of the EDHEC Risk and Asset Management Research Centre, warned his institutional audience about the dangers of relying solely on stock market indices as a benchmark for their investment management performance.

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Type : EDHEC Publication
Date : 18/10/2006
Keywords :

Indices