Tracking The EURO STOXX 50

More than €30 billion in assets under management are pegged to the EURO STOXX 50 Index, making it the most important European equity benchmark measured by assets. In this paper we replicate the EURO STOXX 50 Index on the basis of public information.After revising the methodological issues of value-weighted, equally-weighted and price-weighted indices, we estimate the free-floating shares on which the EURO STOXX 50 Index is based.The paper concludes by reporting our tracking error