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Equity index construction.

Broby, D. (2011) 'Equity index construction.', Journal of index investing., 2 (2). pp. 36-39.

Abstract

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.

Item Type:Article
Full text:Full text not available from this repository.
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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