Nomura, Asia's global investment bank, today announced the
launch of the Nomura QES Modelled Private Equity Returns Index (Net) (the ?PERI„), the first
daily investible index which targets returns similar to those which may be achieved through a
global broad-based investment in private equity buyout funds.
S&P Dow Jones Indices, the world's largest provider of financial market indices, announced today the launch of the S&P MidCap 400 Low Volatility Index and the S&P SmallCap 600 Low Volatility Index - which seek to measure the performance of the least volatile stocks within their respective benchmark index.
Gaining exposure to volatility has become easier for investors after the introduction of volatility ETNs (exchange-traded notes) and volatility ETFs (exchange-traded funds) and some of these products have enjoyed a surge in popularity.
According to EDHEC-Risk Institute, any discussion of the risks inherent in ETFs should go beyond merely hypothesising about potential risks, and should also take into account the empirical evidence provided by the existing academic research on ETFs...
According to Christian Lopez, Head of Research at CPR-AM, the four largest families of alternative indices are low volatility/minimum variance, equally-weighted, indices weighted by micro or macro fundamentals and maximum diversification indices