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Bridge over ocean
9 February 2010 Multimedia

Risk Return Efficiency of Equity Benchmarks

  1. Felix Goltz

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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