18 min listen
How Popular Market Indexes Are Constructed with Athanasios Psarofagis
FromExcess Returns
ratings:
Length:
55 minutes
Released:
Nov 22, 2023
Format:
Podcast episode
Description
Most investors reference the returns of popular indexes frequently. But most also do not understand the details of how those indexes are constructed. In this episode, we take a deep dive into index construction with Bloomberg's Athanasios Psarofagis. We start with basic indexes like the S&P 500 and NASDAQ and move to more complex ones like the Russell and S&P value and growth indexes. But in all cases, we look at the behind the scenes details of how the index is built and how that impacts the returns they generate for investors.
We hope you enjoy the discussion.
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We hope you enjoy the discussion.
SEE LATEST EPISODES
https://www.validea.com/excess-returns-podcast
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
Released:
Nov 22, 2023
Format:
Podcast episode
Titles in the series (100)
The Pros and Cons of Trend Following by Excess Returns