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Construction of indices

Knowledge | Organisations | Publications | Portals

Knowledge

Mathematical site which gives formulae for a variety of different index methodologies
Including Geometric, Harmonic, Laspeyres' and Paasche's.

Organisations

Russell/Mellon CAPS
Provides peer group benchmarks for a variety of UK institutional investors.

Dow Jones Indexes

FTSE International

FTSE All-World Review

Daily tables of FTSE Actuaries UK index series (last 4 days only)

Daily tables of FTSE Actuaries government securities (last 4 days only)

Morgan Stanley Capital International

The WM Company
Provides peer group benchmarks for a variety of UK institutional investors.

Publications

None listed at present

Other Portals

None listed at present


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Page updated: 23 September 2008
Contact: Web editor