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A New Era for Benchmarks?

  • ,  Senior Investment Writer |
  • 11 Oct 2023


How should investors use index products?

An index is a group or basket of securities, derivatives, or other financial instruments that represents and measures the performance of a specific market. These products provide both information about the health of financial markets and a regularly updated snapshot of market direction. Therefore, they are useful for global allocators to measure performance on a relative basis, as well as to gauge broader market and economic developments.

Demystifying Index Rebalancing (PMR)

This in-depth research paper looks at the liquidity costs surrounding the process of rebalancing an index product.

Concentration Risks in Domestic, International, and EM Equity Indices (Syntax)

It is common practice for public equity investors to allocate assets across the U.S., international developed, and emerging markets to pursue geographic diversification.

Getting A Better Read On Portfolio Risk Return Metrics (Axioma)

Investors should quantify their investment goals and define their objectives with regard to both the returns they seek to gain and the risks they are willing to take.

The S&P 500 Index Rebalance Explained (Northern Trust Asset Management)

Portfolio managers and traders must work closely together to manage the market impact from the abnormally high volumes being traded.

Quick Take: India Bond Index Inclusion (Capital Group)

For compliance reasons, this paper is only accessible in certain geographies

JPMorgan recently announced that Indian Government Bonds will be included in JP Morgan’s GBI-EM indices. What does this mean for bond investors?

A Widely Used Gauge Of The U.S. Mid-Cap Universe (S&P Dow Jones Indices)

The breadth and depth of the U.S. equity market means that the U.S. mid-cap segment is as large as various countries’ equity markets.

Direct Indexing | How it Works and Whether It Is Worth It (Excess Returns)

Direct indexing may well become the next big thing in the financial sector. But what does this strategy really imply and how can investors take advantage of it?

Using VIX as a Trading Indicator (Journal of Beta Investment Strategies)

Using a large data set, this paper explores the effectiveness of rotating out of stocks and into bonds when the VIX rises above certain thresholds, and vice versa.