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)

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

ORCID iDs

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

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• Item metadata

  Item type:	Article
  ID code:	54643
  Dates:	Date Event 2011 Published
  Subjects:	Social Sciences > Commerce
  Department:	Strathclyde Business School > Accounting and Finance
  Depositing user:	Pure Administrator
  Date deposited:	11 Dec 2015 00:55
  Last modified:	11 Nov 2024 11:10
  Related URLs:	Journal or Publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/54643