| Document Type
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BL
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| Record Number
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1043819
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| Doc. No
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b798189
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| Title & Author
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ActiveBeta indexes : : capturing systematic sources of active equity returns /\ Khalid Ghayur [and others] ; foreword by Andrew W. Lo.
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| Publication Statement
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Hoboken, N.J. :: John Wiley & Sons,, ©2010.
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| Page. NO
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1 online resource (xxiii, 215 pages) :: illustrations
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| ISBN
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0470610026
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: 047063295X
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: 0470632976
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: 1118267095
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: 1282547585
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: 9780470610022
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: 9780470632956
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: 9780470632970
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: 9781118267097
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: 9781282547582
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9780470610022
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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The evolution of market indexes and index funds -- The evolution of equity style indexes -- Introducing active betas -- Behavior of short-term earnings expectation and the link with price momentum -- Behavior of long-term earnings expectation and the link with value -- Pricing and persistence of systematic sources of active equity returns -- ActiveBeta index construction methodology -- Historical performance of ActiveBeta indexes -- ActiveBeta index applications -- Alternative solutions for capturing active betas.
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| Abstract
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An informative guide offering new and innovative ways to think about active management and investing. ActiveBeta Indexes presents exciting new research that shows how above-market returns can be achieved in a low-cost, transparent, and efficient fashion. Active Betas reflect fundamental investment principles that have long been the foundation of active equity returns, but are commonly masqueraded as investment skill, or alpha. This groundbreaking book lifts the veil to uncover the common sources of active returns and reveals their beta-like properties. Developed by leading investment practit.
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| Subject
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Investments.
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| Subject
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Stock price indexes.
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| Subject
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BUSINESS ECONOMICS-- Investments Securities-- Stocks.
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| Subject
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Investments.
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| Subject
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Stock price indexes.
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| Dewey Classification
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332.63/222
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| LC Classification
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HG4636.A328 2010eb
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| Added Entry
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Ghayur, Khalid.
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