theory and focuses on the tangency portfolio, the portfolio that weights index constituents so as to obtain the highest …-weighted counterparts, offer an efficient risk/return trade-off. The index construction method goes back to the roots of modern portfolio …

Financial indices, like the S&P 500 or the Consumer Price Index, have become a ubiquitous feature of our financial … markets. One index, the London InterBank Offered Rate (“Libor”), may be the world's most important number, an interest rate … dollars potentially misappropriated. This index disruption has attracted tremendous interest from regulators, private …

relation between total and partial productivity measures; and aggregation issues. The approach advocated here is able to …