Essays about: "risk-weighted indexation"

Found 1 essay containing the words risk-weighted indexation.

  1. 1. Risk-based Indexation on the Nordic Equity Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Emil Sandstedt; Jenny Johansson; [2013]
    Keywords : passive investment strategy; market-capitalization weighted index; risk-weighted indexation;

    Abstract : By convention and with support of CAPM's theoretical framework, stock indexes have for a long time been market-capitalization weighted. Among the alternative approaches that have gained in popularity are risk-weighted indexation methods, as it has been shown that they offer superior risk-return trade-off compared to the traditional market-capitalization weighted indexes. READ MORE