Managing and analyzing a portfolio against a given benchmark require detailed knowledge of the latter’s composition, and an attribution analysis for a portfolio typically requires selecting an appropriate benchmark. This chapter provides an overview of benchmarks commonly used in portfolio management and analysis. Some particularly important indices are described, and a number of further indices are given in tabular form. The criteria for selecting an index are also described.
Portfolio, Benchmark, Attribution analysis, Market index, Index selection
Both managing and analyzing a portfolio against a given benchmark require the detailed knowledge of the latter’s ...