FTSE EDHEC-Risk Efficient Index Series

Our FTSE EDHEC-Risk Efficient Index Series is based on all constituent securities in the FTSE All-World Index Series.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE EDHEC-Risk Efficient Index Series, launched in association with EDHEC-Risk Institute (EDHEC-Risk), is based on all constituent securities in the FTSE All-World Index Series. Constituents’ weights result from EDHEC-Risk’s portfolio optimisation, which targets improvements in efficiency for a broad market index by maximising the Sharpe ratio.

Key Features:

  • The indices attempt to improve the risk/reward trade-off available in the broad stock market.
  • The indices are highly diversified.
  • The high concentration and the poor diversification of cap-weighted indices can be avoided.
  • Stocks are liquidity screened to ensure that index is tradable.
  • The indices are designed for the creation of derivatives, index tracking funds and ETFs.
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Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Article

Will The Real Factor Index Please Stand Up?

Unveil the art of factor investing with FTSE Russell. Discover custom strategies that transcend traditional optimisation for robust financial solutions.
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9 min

Article

Overlook style regimes at your peril

Discover the secrets of style regimes in investing, from their duration to their profound impact on market dynamics. Learn how to leverage style transitions for investment success.
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14 min

Article

T+1 settlement in the US—A European perspective

Learn how T+1 settlement for FX trades poses risks for European asset managers, with insights on solutions and regulatory challenges. Stay informed.
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13 min

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