A Guide To Equity Index Construction.

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Broby, Daniel

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ISBN:9781904339779
Editorial: Riskbooks
Fecha de la edición:2007
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Nº Pág.:250
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Documenting best practice and keeping mathematical formulae to a minimum, this guide provides a straightforward set of rules and all the tools and techniques you will need to construct an equity index. With over 20 years experience in the fund management industry, author Daniel Broby, presents a clear and workable methodology and: equips you 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 you to understand the nature of the underlying return series; makes better fund managers out of active managers through an improved understanding of benchmark construction; and enables you to differentiate between the myriad of derivative and synthetic ways to gain exposure to an index. This powerful reference manual is recommended for fund managers, index constructors, quantitative analysts, risk analysts, CIOs, institutional relationship managers, financial journalists, finance students and academics.

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