Research & Insights
Accessing the China A-shares market via minimum-variance investing
In the last 10 years, the concept of the minimum-variance (MV) portfolio has successfully evolved from an academic topic of discussion to an implementable investment theme. Currently, a significant number of investment mandates or products have embraced the concept and allocated financial resources to MV investing.
Russell 1000 Equal Weight Index: Equal weighting refined
Equal weighting is known as one of the oldest and time-tested approaches to reduce concentration risk and enhance diversification. This paper explores the key benefits of equal weighting over its cap-weighted counterparts and examines equal weighting’s strong long-term performance record as a source of downside protection in crises and lower volatility....
Press Releases
FTSE Russell to launch indicative Digital Assets Index
New indicative index designed to test and evaluate a benchmark for Digital Assets Market Will help increase awareness and transparency of Digital Assets Market VWAP pricing available on 100 most actively traded digital assets. Only vetted digital exchanges used and pricing quality screens applied Index produced in association with DAR Data Services (DAR) FTSE Russell, the global in...
FTSE Russell announces 2019 Russell US Indexes Reconstitution schedule
FTSE Russell today announced the 2019 schedule for the annual reconstitution of its Russell US Indexes. The Russell annual index rebalance process, closely watched by market participants, is designed to capture and reflect market shifts from the past year to ensure the Russell US indexes continue to accurately reflect the US equity market.