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IPE.com Investment Webcast Series Presents

Minimum Variance
Indices

Starting in:

Webcast on:
Tuesday, June 12th 2012 @ 10:00 UK, 11:00 CET

Minimum variance indices have been around since 2007, but their methodology has been rather simplistic.

The STOXX+ Minimum Variance Indices seek to minimize volatility using a consistently applied, rules-based methodology, and are based on Axioma's factor model approach.

Konrad Sippel and Dieter Vandenbussche explain what makes these new indices stand apart.

More details >> Register to attend >>

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