Broby, D. (2011) 'Equity index construction.', Journal of index investing., 2 (2). pp. 36-39.
In this article, the author detail the historic background behind the science of constructing a country or global index. He argues that the industry has largely developed from practitioners rather than academia. He shows how a country index is related to the market portfolio of the capital market pricing model and details the trade-offs that modern index constructors have to make.
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|Publisher Web site:||http://dx.doi.org/10.3905/jii.2011.2.2.036|
|Record Created:||11 Nov 2011 16:05|
|Last Modified:||18 Nov 2011 15:11|
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