Equity index construction

Broby, Daniel (2011) Equity index construction. The Journal of Index Investing, 2 (2). pp. 36-39.

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Official URL: https://doi.org/10.3905/jii.2011.2.2.036

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: 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 Dec 2020 02:16
Related URLs:	Journal or Publication
URI:	https://strathprints.strath.ac.uk/id/eprint/54643
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