Regensburg 2010 – scientific programme

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 21: Financial Markets and Risk Management II

SOE 21.6: Talk

Thursday, March 25, 2010, 13:00–13:30, H46

Do financial indices benchmark reality? — •Patrick Hedfeld — Markit, International Index Company, Goetheplatz 5, 60385 Frankfurt am Main

Mapping financial markets with indices is an essential need for investors in order to select sources of profit and loss. We seek a better understanding of certain systematic behaviour pattern and desireable properties in indices architecture. Our approach compares different designs and structures of indices in order to find relations between success and peril. This includes tracing, diversification, riskmanagement and modern financial theories.