Equity index construction

Research output: Contribution to journalArticle

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
Original languageEnglish
Pages (from-to)36-39
Number of pages4
JournalThe Journal of Index Investing
Volume2
Issue number2
DOIs
Publication statusPublished - 2011

Keywords

  • global index
  • country index
  • index contruction
  • capital markets

Fingerprint Dive into the research topics of 'Equity index construction'. Together they form a unique fingerprint.

Cite this