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Last edited by Open Library Bot
April 28, 2010 | History

A Guide to Equity Index Construction 1 edition

Cover of: A Guide to Equity Index Construction by Daniel Broby

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A Guide to Equity Index Construction

Published April 20, 2007 by Risk Books .
Written in English.

About the Book

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.

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

History Created December 11, 2009 · 2 revisions Download catalog record: RDF / JSON

April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
December 11, 2009 Created by WorkBot add works page