Equity Index Construction

Research output: Contribution to journalArticlepeer-review

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 languageUndefined
Pages (from-to)36-39
Number of pages4
JournalJournal of Index Investing
Volume2
DOIs
Publication statusPublished - Aug 2011

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