Limit search to available items
Record 1 of 11
Previous Record Next Record
Book Cover
E-book

Title ActiveBeta indexes : capturing systematic sources of active equity returns / Khalid Ghayur [and others] ; foreword by Andrew W. Lo
Published Hoboken, N.J. : John Wiley & Sons, ©2010

Copies

Description 1 online resource (xxiii, 215 pages) : illustrations
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
Summary 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
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Stock price indexes.
Investments.
Investments
BUSINESS & ECONOMICS -- Investments & Securities -- Stocks.
Investments
Stock price indexes
Form Electronic book
Author Ghayur, Khalid
ISBN 9781118267097
1118267095
9780470632956
047063295X
1282547585
9781282547582
0470610026
9780470610022
9780470632970
0470632976