This article requires a subscription to view the full text. If you have a subscription you may use the login form below to view the article. Access to this article can also be purchased.
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.
- © 2011 Pageant Media Ltd
Log in using your username and password
Purchase access
You may purchase access to this article. This will require you to create an account if you don't already have one.
In this issue
Equity Index Construction
Permalink:
Jump to section
Cited By...
- No citing articles found.