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

Creators(s): Broby, Daniel ORCID logoORCID: 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:17 Sep 2020 04:31
Related URLs:
URI:https://strathprints.strath.ac.uk/id/eprint/54643
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