A Guide to Equity Index Construction (2nd Edition)
First published:
ISBN: 9781782724483
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Disclaimer
Disclaimer
Preface
Acknowledgements
Introduction
Which benchmark?
Modern portfolio theory and the benchmark index
Sampling and selection
Construction method
Making the index investable
Collection and processing of data
Servicing and maintenance
How to handle industries
How to handle countries and currencies
Factor indices and smart beta
Innovative indices
The commercial indices
Indexation and exchange-traded funds
Bespoke “custom-made” indices
Tying it all together
Appendix: The GICS methodology
Bibliography
Disclaimer
This book provides general information only. Neither the information nor any opinion expressed constitutes an offer or an invitation to make an offer, to buy or sell any indices, securities or other investment or any options, futures or derivatives related to such indices, securities or investments. It is not intended to provide personal investment advice, and it does not take into account the specific investment objectives, financial situation and the particular needs of any user of an index or derivative thereof.
Readers should seek financial advice regarding the appropriateness of investing in any indices, securities, other investment or investment strategies discussed in this book, and should understand that statements regarding expected future index returns may not be realised. Investors should note that income from such securities or other investments, if any, may fluctuate and that the price or value of such indices may rise or fall.
Past index performance is not necessarily a guide to future performance. Any information relating to the tax status of financial instruments based on indices discussed herein is not intended to provide tax advice or to be used by anyone to provide
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