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An academic approach to index construction, written by a practitioner.
The book presents a clear and workable methodology and: equips the reader with the skills to construct an optimal index; debates the issue of an appropriate benchmark for equity funds; shows the link between the CAPM and index construction; helps understand the nature of the underlying return series; makes better fund managers out of active managers through an improved understanding of benchmark construction; and differentiates between the myriad of derivative and synthetic ways to gain exposure to an index.
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Edition | Availability |
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1
A Guide to Equity Index Construction
April 20, 2007, Risk Books
Hardcover
in English
1904339778 9781904339779
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- Created April 30, 2008
- 11 revisions
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December 31, 2022 | Edited by MARC Bot | import existing book |
December 27, 2022 | Edited by MARC Bot | import existing book |
April 28, 2011 | Edited by OCLC Bot | Added OCLC numbers. |
August 17, 2010 | Edited by IdentifierBot | added LibraryThing ID |
April 30, 2008 | Created by an anonymous user | Imported from amazon.com record |