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
LanguageEnglish
Pages36-39
Number of pages4
JournalThe Journal of Index Investing
Volume2
Issue number2
DOIs
Publication statusPublished - 2011

Fingerprint

Equity
Index construction
Market portfolio
Capital markets
Industry
Trade-offs

Keywords

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

Cite this

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title = "Equity index construction",
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",
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Equity index construction. / Broby, Daniel.

In: The Journal of Index Investing, Vol. 2, No. 2, 2011, p. 36-39.

Research output: Contribution to journalArticle

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