Equity index construction
Broby, Daniel (2011) Equity index construction. The Journal of Index Investing, 2 (2). pp. 36-39. (https://doi.org/10.3905/jii.2011.2.2.036)
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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
ORCID iDs
Broby, Daniel ORCID: https://orcid.org/0000-0001-5482-0766;-
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Item type: Article ID code: 54643 Dates: DateEvent2011PublishedKeywords: 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: 01 Nov 2023 10:31 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/54643
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