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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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