Equity index construction

Daniel Broby

Research output: Contribution to journalArticlepeer-review


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
Issue number2
Publication statusPublished - 2011


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


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