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 InfoHoboken, N.J. : John Wiley & Sons,
Descriptionxxiii, 215 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesThe 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 noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2010000763
ISBN9780470610022 (cloth)
ISBN0470610026 (cloth)