Bridge over ocean
9 February 2010 Multimedia

Risk Return Efficiency of Equity Benchmarks

  1. Felix Goltz

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. 

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