A guide to equity index construction / Daniel Broby

Author : Broby, Daniel
Rating :
A guide to equity index construction / Daniel Brob...

Presents readers with an explanation of the processes of methodical index construction. This guide also addresses the inefficiencies in the construction process that could potentially be exploited by active managers, or those wishing to refine the process. It is intended for fund managers, risk analysts, CIOs, students and others

Publisher : London : Risk Books
Publish Year : 2007
Page : xxvi, 405 p
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