D. Broby
Equity Index Construction
Broby, D.
Authors
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.
Citation
Broby, D. (2011). Equity Index Construction. Journal of index investing, 2(2), 36-39. https://doi.org/10.3905/jii.2011.2.2.036
Journal Article Type | Article |
---|---|
Publication Date | Oct 1, 2011 |
Deposit Date | Oct 7, 2011 |
Journal | The Journal of Index Investing. |
Print ISSN | 2154-7238 |
Publisher | Institutional investor |
Peer Reviewed | Peer Reviewed |
Volume | 2 |
Issue | 2 |
Pages | 36-39 |
DOI | https://doi.org/10.3905/jii.2011.2.2.036 |
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