A Guide to Equity Index Construction

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Last edited by MARC Bot
December 31, 2022 | History

A Guide to Equity Index Construction

  • 5.00 ·
  • 1 Rating
  • 3 Want to read
  • 0 Currently reading
  • 1 Have read

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.

Publish Date
Publisher
Risk Books
Language
English
Pages
395

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Edition Availability
Cover of: A Guide to Equity Index Construction
A Guide to Equity Index Construction
April 20, 2007, Risk Books
Hardcover in English

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Book Details


Classifications

Library of Congress
HG229.5 .B76 2007, HG6043 .B76x 2007

The Physical Object

Format
Hardcover
Number of pages
395
Dimensions
9.4 x 6.3 x 1.1 inches
Weight
2.4 pounds

ID Numbers

Open Library
OL12290313M
ISBN 10
1904339778
ISBN 13
9781904339779
OCLC/WorldCat
141384036
Library Thing
9114887
Goodreads
6020090

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
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.