Barone, Emilio; Barone, Gaia - 2022
More than €30 billion in assets under management are pegged to the EURO STOXX 50 Index, making it the most important … European equity benchmark measured by assets. In this paper we replicate the EURO STOXX 50 Index on the basis of public … the free-floating shares on which the EURO STOXX 50 Index is based.The paper concludes by reporting our tracking error …