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What is the appropriate index construction methodology for African equity investment?

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    Abstract

    The authors build on research into the African equity universe to recommend a more appropriate index for investment. Three different methodologies were investigated, namely capitalization, equal, and fundamental weighting of index constituents. The authors conclude that diversification is not best served by a market capitalization approach to African index construction and that better risk/reward characteristics can be achieved by the alternative methodologies surveyed.

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    Bibliographic Info

    Article provided by Capco Institute in its journal Journal of Financial Transformation.

    Volume (Year): 36 (2013)
    Issue (Month): ()
    Pages: 105-110

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    Handle: RePEc:ris:jofitr:1548

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    Keywords: African equity; equity investment; African index;

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