Custom indices including quantitative investment strategies (QIS) and multi-asset indices can offer a more diversified exposure for investors and minimise risks.
In the second part of an interview, Zebra Capital’s founder, Prof. Roger Ibbotson, and president John J. Holmgren, provide an overview of the added value custom strategies bring to the market as a complement to traditional benchmarks. Strategy and custom indices have carved their own space in the market - Prof. Roger Ibbotson In the case of the Zebra Edge Index, the central idea behind the index design is Professor Ibbotson’s Popularity Asset Pricing Model (PAPM) which predicts t