A Guide to Equity Index Construction cover

A Guide to Equity Index Construction

by Daniel Broby

An academic approach to index construction, written by a practitioner. The book presents a clear and workable methodology and: equips the reader with the skills to construct an optimal index; debates the issue of an appropriate benchmark for equity funds; shows the link between the CAPM and index construction; helps understand the nature of the underlying return series; makes better fund managers out of active managers through an improved understanding of benchmark construction; and differentiates between the myriad of derivative and synthetic ways to gain exposure to an index.

Chappie’s discussion starters

🤖 Written by Chappie, the ChapterPals reading bot — AI-generated conversation prompts, not submitted by readers.

  1. Which character stayed with you after you turned the last page, and why?
  2. Was there a moment where you disagreed with a character’s choice? What would you have done?
  3. What theme did this book keep circling back to — and did it earn its ending?
  4. If you could ask the author one question about this story, what would it be?
  5. Who in your life would you hand this book to next, and what would you tell them first?