A Guide to Equity Index Construction

Broby, Daniel (2007) A Guide to Equity Index Construction. Risk Books. ISBN 9781904339779

Abstract

Equity indexes out-perform the majority of active fund management strategies. Not only will this book teach the reader to construct an optimal index, but it will also assist fund managers to ’know their enemy’. Index construction is an important scientific process. There are now estimated to be 14 trillion Euros of equities under professional management, and theory suggests that these funds should have an appropriate benchmark in order to match assets and liabilities.

ORCID iDs

Broby, Daniel ORCID: https://orcid.org/0000-0001-5482-0766

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• Item metadata

  Item type:	Book
  ID code:	54201
  Dates:	Date Event 16 April 2007 Published
  Keywords:	equity index, fund management industry, benchmark methodology, Finance, Economics, Econometrics and Finance(all)
  Subjects:	Social Sciences > Finance
  Department:	Strathclyde Business School > Accounting and Finance
  Depositing user:	Pure Administrator
  Date deposited:	08 Sep 2015 08:56
  Last modified:	19 Jun 2021 00:58
  Related URLs:	Publisher
  URI:	https://strathprints.strath.ac.uk/id/eprint/54201