Russell Indexes' fundamentally weighted indexes for Europe, which rank companies according to economic factors rather than stock price, outperformed their market capitalisation-weighted counterparts in 2013 and in the year to April 8. The Russell Fundamental Developed Eurozone Index has risen by 6.2% this year, compared to 3.7% for the Russell Eurozone Index. In 2013, the fundamental version outperformed by more than 2% last year. The Russell Fundamental Index Series is aimed at investors who
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?
- Teach history to avoid mistakes of yesterday’s quants