Equity index construction
Broby, Daniel (2011) Equity index construction. The Journal of Index Investing, 2 (2). pp. 36-39.
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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
| Author(s): | Broby, Daniel  ORCID: https://orcid.org/0000-0001-5482-0766 | Item type: | Article |
|---|---|
| ID code: | 54643 |
| Keywords: | global index, country index, index contruction, capital markets, Commerce, Economics, Econometrics and Finance(all) |
| Subjects: | Social Sciences > Commerce |
| Department: | Strathclyde Business School > Accounting and Finance |
| Depositing user: | Pure Administrator |
| Date deposited: | 11 Dec 2015 00:55 |
| Last modified: | 14 Sep 2019 01:06 |
| Related URLs: | |
| URI: | https://strathprints.strath.ac.uk/id/eprint/54643 |
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