Is there any application that can store bookmarks from different pdfs?

I suppose that the tittle is not explaining what i am looking for so i ll explain it further. I have various pdfs (hundreds of them as a matter of fact) that are work related. Many topics/pages/chapters are analysed in deferent pdfs from different perspective.
I want to create a file that will work as an index which will contains links to the different pdfs. For example lets say that i have subject "x" which can be found in page 26 in document A, page 10 in document B, page 451 and 43 in document C etc. I want to have 4 links in the "index" under X that will work as shortcuts to all these different documents and when i will click on these the pdf document to open in the particular page.

Thanks in advance!

 

Thank you very much for your help! I ll give it a try!