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A Guide to Equity Index Construction
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A Guide to Equity Index Construction (Hardback)

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Documenting best practice and keeping mathematical formulae to a minimum, this guide provides a straightforward set of rules and all the tools and techniques you will need to construct an equity index. With over 20 years experience in the fund management industry, author Daniel Broby, presents a clear and workable methodology and: equips you 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 you to understand the nature of the underlying return series; makes better fund managers out of active managers through an improved understanding of benchmark construction; and enables you to differentiate between the myriad of derivative and synthetic ways to gain exposure to an index. This powerful reference manual is recommended for fund managers, index constructors, quantitative analysts, risk analysts, CIOs, institutional relationship managers, financial journalists, finance students and academics.

BusinessBusiness & managementManagement & management techniquesManagement of specific areas & peopleBusinessFinance & accountingFinance Publisher: Risk Books Publication Date: 16/04/2007 ISBN-13: 9781904339779  Details: Type: Hardback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

Daniel Broby is a member of the BankInvest Investment Board. He was chief investment officer at BankInvest, responsible for the investment process and the day-to-day running of the quoted equity, bond and guaranteed products. He transferred these responsibilities in July 2004 and launched Denmark's first and only regulated hedge fund on behalf of Bankinvest in November 2005. He now focuses his efforts on the stock-picking and investment process within BankInvest and the Basis product specifically. BankInvest Basis is a flagship global product, rated five stars on Morningstar. It is benchmarked against the MSCI World All Share Index, which it has consistently outperformed. He has managed it jointly since November 2000. BankInvest is a Nordic asset manager owned by 46 Nordic banks and financial institutions. BankInvest manages international equity and bond portfolios for a range of mutual funds distributed by its member banks as well as institutional mandates and is Denmark's third largest fund manager. Daniel has an MPhil in economics and an MSc in investment analysis. He was a board member of UKSIP and IIMR for over 10 years. He was the CFA Institute's President Council Representative for Europe, Middle East and Africa for four years and was presented with the Institute's Society Leader Award in 2006. He now serves as a member of the Capital Markets Policy Council. He was elected an individual member of the London Stock Exchange in 1990 and is a Fellow of the Securities Institute in the UK. Daniel joined the fund management industry at the end of 1985 as a trainee at Credit Suisse Buckmaster and Moore. Prior to his current role at BankInvest, he was chief portfolio manager at Nordea Investment Management and prior to that head of international research at Morgan Stanley Quilter.

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