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As a response to the need by investors for reliable benchmarks for alternative investment strategies, the EDHEC Risk and Asset Management Research Centre proposes an original solution by constructing an “index of indexes”. The aim of the methodology used to construct this “index of indexes” is to obtain a benchmark with degrees of representativity and stability that are significantly higher than those of the indexes available on the market. The EDHEC Risk and Asset Management Research Centre will release the preliminary performance of its Alternative Indexes on the 17th calendar day of M(onth) + 1. Final returns will be published on the 3rd working day of M(onth) + 2.
EDHEC, hedge funds, indexesComments