A Guide to Equity Index Construction (2nd Edition)
First published:
ISBN: 9781782724483
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Acknowledgements
Acknowledgements
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
The author would like to express his thanks and gratitude to Durham Business School, Strathclyde Business School, Ulster University Business School and the Asian Institute of Management for help and assistance with the research that formed the inspiration and basis for this book.
The author would also like to express his thanks and gratitude to Professor Krishna Paudyal, Professor of Finance, Strathclyde Business School, and Professor Andrew Marshall, Professor of Finance, Strathclyde Business School.
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