In this episode, Felix Goltz discusses the following:
Why cap-weighted equity benchmarks are not risk–return efficient portfolios?
What are the alternatives to current cap-weighted equity benchmarks?
Felix Goltz discusses the following:
- Why cap-weighted equity benchmarks are not risk–return efficient portfolios
- What are the alternatives to current cap-weighted equity benchmarks?
- Could we see a shift away from market cap-weighted equity indices toward one of the alternatives?
The Take 15 Series is a series of short interviews with leading practitioners on timely topics focused on the investment profession.
Risk Return Efficiency of Equity Benchmarks
Felix Goltz discusses why cap-weighted equity benchmarks are not risk–return efficient portfolios and alternatives to current cap-weighted equity benchmarks.
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