Academic literature on the topic 'Index construction'
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Journal articles on the topic "Index construction"
Desai, Radhika, and Manisha Surti. "Optimum Portfolio Construction: Sharpe Single Index Model." International Journal of Scientific Research 2, no. 9 (June 1, 2012): 250–51. http://dx.doi.org/10.15373/22778179/sep2013/82.
Full textKhan, Ghazal Zahid, and Mark A. Harrison. "Equity Index Construction." CFA Digest 42, no. 1 (February 2012): 89–91. http://dx.doi.org/10.2469/dig.v42.n1.25.
Full textBroby, Daniel. "Equity Index Construction." Journal of Index Investing 2, no. 2 (August 31, 2011): 36–39. http://dx.doi.org/10.3905/jii.2011.2.2.036.
Full textMinchin, R. Edward, Michael I. Hammons, and Junyong Ahn. "A construction quality index for highway construction." Construction Management and Economics 26, no. 12 (December 2008): 1313–24. http://dx.doi.org/10.1080/01446190802621036.
Full textJia, Liu, and Wu Haijian. "Construction of LogisticsStatistics Index System." International Journal of Economics and Management Studies 2, no. 5 (September 25, 2015): 11–14. http://dx.doi.org/10.14445/23939125/ijems-v2i5p102.
Full textHajkowicz, Stefan. "Multi-attributed environmental index construction." Ecological Economics 57, no. 1 (April 2006): 122–39. http://dx.doi.org/10.1016/j.ecolecon.2005.03.023.
Full textMahmoud, Hasan, Vian Ahmed, and Salwa Beheiry. "Construction Cash Flow Risk Index." Journal of Risk and Financial Management 14, no. 6 (June 13, 2021): 269. http://dx.doi.org/10.3390/jrfm14060269.
Full textZhao, Yang, and Binghua Li. "Construction of Ecological Performance Evaluation Index for Rural Construction." E3S Web of Conferences 143 (2020): 01026. http://dx.doi.org/10.1051/e3sconf/202014301026.
Full textMeade, Nigel, and Gerald R. Salkin. "Index Funds-Construction and Performance Measurement." Journal of the Operational Research Society 40, no. 10 (October 1989): 871. http://dx.doi.org/10.2307/2583396.
Full textZhou, De Cai, Yi Qing He, and Meng Yuan Huang. "Construction of China's Energy Condition Index." Advanced Materials Research 805-806 (September 2013): 1434–38. http://dx.doi.org/10.4028/www.scientific.net/amr.805-806.1434.
Full textDissertations / Theses on the topic "Index construction"
Steyn, Dirk. "Portfolio construction using index regression models." Master's thesis, University of Cape Town, 2008. http://hdl.handle.net/11427/4933.
Full textIn this dissertation we review the Sharpe Index Model and an innovation on this model introduced by Hossain, Troskie and Guo (2005b). These models are extended to the multi index framework. We then empirically investigate the impact of the models on portfolio creation over an extensive data set. Next we extend these models by modelling the regression residuals as ARMA and GARCH(l, 1) processes and investigate the effect on the resulting portfolios. We then introduce the topic of bounded influence regression and apply it to financial data by down weighting extreme returns prior to regression. A new weighting function is introduced in this dissertation and the effects on the efficient frontiers and resulting market portfolios for the chosen set of shares are investigated.
Strevell, Alex. "Construction factors influencing beef demand index results." Thesis, Kansas State University, 2014. http://hdl.handle.net/2097/18276.
Full textDepartment of Agricultural Economics
Ted Schroeder
Demand indices are used by many industries as a measurement tool to track changes and make yearly comparisons. Many different sources use demand indices to track the demand for beef. Indexes are an important tool to help better understand why demand shifts the way that it does and help strategically plan for the future of the industry. There are a wide variety of beef demand indices out in academia and many are constructed in different ways. This study advances the literature by testing which factors of index construction effect the results the greatest. This study tested four separate factors in the construction of demand indices. These iterations are as follows, changes in retail price data, changes in elasticities chosen, changes in export data, and changes in construction in terms of quantities instead of prices. Changes in retail price data do not appear to be statistically different. All estimates in this study where elasticities were changed appear to be different statistically, however the level of concern with this finding may be minimal due to the small increments of change in magnitudes of difference between indices. Results from omitting export data does appear to result in statistically different indices, but again the level of concern with the difference may be small. Finally, index construction in terms of prices versus construction in terms of quantities does not appear to have statistically different results, as the indices in this comparison move similarly. For all practical purposes in industry, it does not appear to matter which index is chosen for comparisons, as long as one remains consistent with which index is chosen for comparisons.
Akintoye, Sunday Akintola. "Construction tender price index : modelling and forecasting trends." Thesis, University of Salford, 1991. http://usir.salford.ac.uk/14768/.
Full textChang, Soon-woong. "Development and assessment of the Tier II Work Force Strategy Implementation Index." Access restricted to users with UT Austin EID Full text (PDF) from UMI/Dissertation Abstracts International, 2002. http://wwwlib.umi.com/cr/utexas/fullcit?p3077617.
Full textOliveira, de Azevedo Heloisa Helena. "The construction of teaching professionality." Pontificia Universidad Católica del Perú, 2013. http://repositorio.pucp.edu.pe/index/handle/123456789/116992.
Full textEl presente artículo fue construido a partir de los resultados de una investigación sobre las estrategias de formación desarrolladas por docentes vinculados a la construcción de la profesionalidad de futuros profesores de educación infantil y educación primaria. A partir del análisis del contenido de las entrevistas, se busca conocer lo que piensan los formadores acerca de la profesión docente y las acciones formativas que realizan, dirigidas a la construcción de la profesionalidad de futuros profesores. Teniendo como referencial teórico la concepción históricocrítica de la educación, se constata que los formadores han buscado romper con el paradigma tradicional de la formación docente, mediante el desarrollo de nuevas alternativas de aprendizajes y la construcción de una nueva profesionalidad que supere la cultura del aislamiento y del pensar individualizado
Lester, Nicholas, and nml@cs rmit edu au. "Efficient Index Maintenance for Text Databases." RMIT University. Computer Science and Information Technology, 2006. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20070214.154933.
Full textCho, Chung-suk. "Development of the project definition rating index (PDRI) for building projects /." Digital version accessible at:, 2000. http://wwwlib.umi.com/cr/utexas/main.
Full textShrestha, Joseph, H. David Jeong, and Douglas D. Gransberg. "Critical Analysis of Current Practices of Highway Construction Cost Index (HCCI) Calculation and Utilization." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etsu-works/5473.
Full textERIC, AIDOO, and ZHENG SAIJING. "HAPPINESS INDEXTHE CONSTRUCTION AND ANALYSIS." Thesis, Högskolan Dalarna, Statistik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:du-4853.
Full textHo, Ching-ching Mary, and 何晶晶. "Socially responsible investment indices in Asian markets : merging stakeholder theories with social construction for improved index construction methodology." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/193511.
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Books on the topic "Index construction"
Limited, Technical Indexes. Construction and civil engineering index. Bracknell: Technical Indexes Limited, 1997.
Find full textKirsh, Harvey J. Kirsh's index to Canadian construction law literature. Toronto: Thomson Carswell, 2007.
Find full textGao, Peiyong, Bin Zhang, and Ning Wang. Research on China’s Public Finance Construction Index System. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-5898-1.
Full textZhu, Xiaohuang, and Song Lin. Equity Index Construction and Research on Wealth Gap. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9554-3.
Full textAkintoye, Sunday Akintola. Construction tender price index: Modelling and forecasting trends. Salford: University of Salford, 1991.
Find full textWalton, Paul. New all share index: Implications of new FT-SE actuaries index construction planned for 1994. London: James Capel and Company, 1993.
Find full textFares, Hala. Cross-country comparison: Construction of the consumer price index (CPI). Cairo: The Egyptian Center for Economic Studies, 1997.
Find full textLogan, Andrew. The construction of the Bank's new UK commodity price index. London: Bank of England, 1996.
Find full textGradient-Index Optical Systems Topical Meeting (1991 Monterey, Calif.). Gradient-index optical systems: Summaries of papers. Washington, DC: Optical Society of America, 1991.
Find full textDavies, Graham. The Index of production and construction for Wales =: Mynegai cynhyrchu ac adeiladu Cymru. Cardiff: Welsh Office, 1990.
Find full textBook chapters on the topic "Index construction"
Nardo, Michela. "Index Construction." In Encyclopedia of Quality of Life and Well-Being Research, 3146–49. Dordrecht: Springer Netherlands, 2014. http://dx.doi.org/10.1007/978-94-007-0753-5_1397.
Full textSelvanathan, E. A., and D. S. Prasada Rao. "Construction of Index Numbers: A Review." In Index Numbers, 11–46. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-23594-0_2.
Full textLand, Kenneth C. "Composite Index Construction." In Encyclopedia of Quality of Life and Well-Being Research, 1152–56. Dordrecht: Springer Netherlands, 2014. http://dx.doi.org/10.1007/978-94-007-0753-5_3317.
Full text"Index." In Construction Reliability, 325–29. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118601099.index.
Full text"Index." In Construction Law, 279–87. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118359150.index.
Full text"Index." In Construction Innovation, 203–5. Chichester, UK: John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781118655689.index.
Full text"Index." In Construction Supervision, 433–40. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.1002/9781118984024.index.
Full text"Index." In Construction Delays, 257–66. Elsevier, 2009. http://dx.doi.org/10.1016/b978-1-85617-677-4.00021-0.
Full text"Index." In Sustainable Construction, 389–95. Elsevier, 2008. http://dx.doi.org/10.1016/b978-0-7506-6394-6.50020-5.
Full text"Index." In Under Construction, 217–26. Duke University Press, 2019. http://dx.doi.org/10.1215/9781478007043-010.
Full textConference papers on the topic "Index construction"
"Index." In Construction Congress VI. Reston, VA: American Society of Civil Engineers, 2000. http://dx.doi.org/10.1061/9780784404751.in.
Full text"Index." In Pipeline Engineering and Construction International Conference 2003. Reston, VA: American Society of Civil Engineers, 2003. http://dx.doi.org/10.1061/9780784406908.in.
Full text"Index." In Construction Institute Sessions at ASCE Civil Engineering Conference 2001. Reston, VA: American Society of Civil Engineers, 2001. http://dx.doi.org/10.1061/9780784405918.in.
Full text"Index." In International Conference on Sustainable Design and Construction (ICSDC) 2011. Reston, VA: American Society of Civil Engineers, 2012. http://dx.doi.org/10.1061/9780784412046.in.
Full textWang, Yu, Kunqi Zhang, Qingbin Cui, and Felix Delgado. "P3 Bond Index: Construction and Performance." In Construction Research Congress 2020. Reston, VA: American Society of Civil Engineers, 2020. http://dx.doi.org/10.1061/9780784482858.004.
Full textShanks, Vaughan R., and Hugh E. Williams. "Index construction for linear categorisation." In the twelfth international conference. New York, New York, USA: ACM Press, 2003. http://dx.doi.org/10.1145/956863.956926.
Full text"Index Construction for Derivative Contracts." In 5th European Real Estate Society Conference: ERES Conference 1998. ERES, 1998. http://dx.doi.org/10.15396/eres1998_144.
Full text"Author Index." In International Conference on Smart Infrastructure and Construction 2019 (ICSIC). ICE Publishing, 2019. http://dx.doi.org/10.1680/icsic.64669.bm.
Full text"Index." In Ninth Biennial Conference on Engineering, Construction, and Operations in Challenging Environments. Reston, VA: American Society of Civil Engineers, 2004. http://dx.doi.org/10.1061/9780784407226.in.
Full textMcCoy, Andrew P. "Towards Establishing an Innovativeness Index for Construction Sites." In Construction Research Congress 2009. Reston, VA: American Society of Civil Engineers, 2009. http://dx.doi.org/10.1061/41020(339)10.
Full textReports on the topic "Index construction"
Josling, Timothy. Constructing a Composite Index of Market Access. Geneva, Switzerland: International Centre for Trade and Sustainable Development, 2009. http://dx.doi.org/10.7215/ag_ip_20090716b.
Full textBlair, Caitlin. Constructing a PCE-Weighted Consumer Price Index. Cambridge, MA: National Bureau of Economic Research, October 2013. http://dx.doi.org/10.3386/w19582.
Full textBenjamin, Daniel, Kristen Cooper, Ori Heffetz, and Miles Kimball. Challenges in Constructing a Survey-Based Well-Being Index. Cambridge, MA: National Bureau of Economic Research, January 2017. http://dx.doi.org/10.3386/w23111.
Full textFisher, R. E., G. W. Bassett, W. A. Buehring, M. J. Collins, D. C. Dickinson, L. K. Eaton, R. A. Haffenden, et al. Constructing a resilience index for the Enhanced Critical Infrastructure Protection Program. Office of Scientific and Technical Information (OSTI), October 2010. http://dx.doi.org/10.2172/991101.
Full textMirindi, Patrice L., Mousumi Das, Patrick N. Mirindi, and Suresh Chandra Babu. Constructing a nutrition deficiency index: Applications for the Democratic Republic of the Congo under a decade of humanitarian crises. Washington, DC: International Food Policy Research Institute, 2021. http://dx.doi.org/10.2499/p15738coll2.134251.
Full textSinghvi, Punit, Javier García Mainieri, Hasan Ozer, and Brajendra Sharma. Rheology-Chemical Based Procedure to Evaluate Additives/Modifiers Used in Asphalt Binders for Performance Enhancements: Phase 2. Illinois Center for Transportation, June 2021. http://dx.doi.org/10.36501/0197-9191/21-020.
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