The Risk Issue November/December 2011 Editor's Note Focusing On Risk by Paul Amery Articles Risk-Weighted Indexing by Radu Gabudean Building indices using risk components. Risk Efficiency In Bull And Bear Markets by Bruno Monnier and Ksenya Rulik Measuring risk-adjusted returns in up and down markets. Managing Sovereign Credit Risk by Benjamin Bruder, Pierre Héreil and Thierry Roncalli Risk budgeting techniques in bond indexing. Defensive Equity by Bob Collie and John Osborn The persistence of the defensive effect in stocks. Realised Volatility Indices by Andrew Clark Improving the forecasting of volatility. News Tighter Regulation Needed On ETFs, Says ESMA Australian Regulator Issues ETF Warning BlackRock Aims To Offer Own Indices STOXX Announces Rule Changes Markit Updates Rules Single Commodity Indices Introduced By NYSE Euronext New Volatility Indices From Dow Jones BarCap Launches Fiscal Strength Indices Overseas China Indices Introduced By MSCI Short Sale Ban Has Limited Initial Impact UBS Targets Socially Responsible Investors Citi Focuses On Market Volatility State Street Continues European Push With London Launch STOXX Launches Rare Earth Index IISP Diversifies Offerings With Stream Of New Launches AROUND THE EXCHANGES Stats Global/Regional/Country Index Returns Sector/Dividend/Style/Size Index Returns Fixed Income Index Returns Contributors This Issue's Contributors

 

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