Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Reconstitution and rebalance » ?

Aussi appelé : index reconstitution

Definition 15.3 Markets I: The Ecosystem and Exchange-Traded Markets · Chapitre 15 — Index Construction and Rebalancing

An index reconstitution is a scheduled review at which the membership is redetermined. A rebalance updates the weights (share counts, float factors, caps) of an unchanged membership. Both follow a fixed sequence: a rank day on which the data are frozen, an announcement, and an effective date, after whose close the new index applies.

Lire dans le chapitre →