Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios

Printed in France, March 2015. Copyright EDHEC 2015. The opinions expressed in this study are those of the authors and do not necessarily reflect those of EDHEC Business School. We thank CACEIS Investor Services for its support for our research. S&P® and S&P 500® are registered trademarks of Standard & Poor’s Financial Services LLC (S&P), a subsidiary of The McGraw-Hill Companies, Inc. FTSE® is a registered trade mark of the London Stock Exchange Plc and The Financial Times Limited. STOXX® is a registered trademark of STOXX Limited.

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