Costa, Claudia S. T.Sousa, Pedro M. M. de2019-10-152019-10-151988-11Costa, Claudia S. T. and Sousa, Pedro M. M. de, Construção do Índice de Remunerações da Bolsa de Valores de Lisboa (November, 1988). FEUNL Working Paper Series No. 99http://hdl.handle.net/10362/84336In this paper we create an index of the rate of return of a portfolio which is composed by all of the stocks of the official Lisbon stock exchange market. The purpose of the first part of the paper is to explain straightforwardly the theoretical apparatus in the second part we apply the theoretical model to the official Lisbon stock exchange market in the period that dates between the 1st of January 1986 and the 30th of June 1987.porworking paper