ActiveBeta indexes capturing systematic sources of active equity returns / Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo.
| Other author | Ghayur, Khalid. |
| Format | Electronic |
| Publication Info | Hoboken, N.J. : John Wiley & Sons, |
| Description | xxiii, 215 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | The Wiley finance series Wiley finance series. ^A517226 |
| Contents | 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. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010000763 |
| ISBN | 9780470610022 (cloth) |
| ISBN | 0470610026 (cloth) |