Architecture and Art of Indexation

Fadi Zaher ()
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Fadi Zaher: Index Solutions & Investment Specialists

Chapter 3 in Index Fund Management, 2019, pp 23-43 from Springer

Abstract: Abstract The evolution of new indices and different approaches between various providers has added layers of complexity to the landscape. Many index strategies aim to do the same thing but end up with different outcomes which are often a result of different index methodologies and construction approaches. This has made index design and fund management techniques important for successful portfolio outcomes. This chapter shows how index design and construction matters for traditional and factor indices in equities, bonds, commodities and currencies. The aim is to offer the readers a structured process to evaluate and question index strategies. While the choice of index is relevant to an index-tracking investor, its practical replication matters as well. We further evaluate central debates around indexation such as crowding risk, capacity and consideration to index replication and the value-add to investors.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-19400-0_3

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DOI: 10.1007/978-3-030-19400-0_3

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