A Guide to Equity Index Construction (2nd Edition)

Discipline:  Investing, Quantitative Analysis, Derivatives & Options

First published:

ISBN: 9781782724483

The full content of this book is not yet available to view on Risk.net. However, you can order a hard copy by clicking on the ‘buy now’ button.

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.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here