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Quantitative Finance · Glossaire

Qu'est-ce que « Float adjustment » ?

Definition 15.2 Markets I: The Ecosystem and Exchange-Traded Markets · Chapitre 15 — Index Construction and Rebalancing

Float adjustment weights each member by its capitalisation multiplied by a float factor, the fraction of its shares in the free float (Definition 8.2), so that the index can be held by everyone at once.

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