Excess Returns How Popular Market Indexes Are Constructed with Athanasios Psarofagis
Nov 22, 2023
Bloomberg's index construction expert, Athanasios Psarofagis, takes a deep dive into popular market indexes. Topics include the details of how indexes like S&P 500 and NASDAQ are built, the Russell and S&P value and growth indexes, and how index construction impacts investor returns.
Chapters
Transcript
Episode notes
1 2 3 4 5 6
Introduction
00:00 • 2min
The Growth and Proliferation of ETFs
01:36 • 30min
Understanding Index Methodology and Evaluating ETFs
31:37 • 10min
Constructing Fixed Income ETFs and the Potential for Index Innovation
42:02 • 3min
Performance of 60/40 Portfolio and Innovative ETFs
45:28 • 6min
Closing Words on Investing Lessons and Contact Information
51:44 • 2min