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A Guide to Equity Index Construction (2nd Edition)
Discipline: Investing, Quantitative Analysis, Derivatives & Options
First published:
ISBN: 9781782724483
Daniel Broby returns with a fully updated second edition of his 2007 book, A Guide to Equity Index Construction. Drawing on years of practical fund management experience as a CEO, CIO and chief portfolio manager, combined with his academic knowledge, Broby bridges the gap for readers in both camps in the field of index construction.
This new edition is a must-read for anyone working with investment funds, from fund managers to analysts. Readers will be equipped to construct an equity index from both a Wall Street perspective and a Main Street perspective, and – crucially – readers will better understand the nature of an underlying return series. Reading Broby’s new book will teach you to construct an optimal index with the skill to outperform a suboptimal index as an active asset manager.
