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ActiveBeta indexes :capturing system...

Ghayur, Khalid.

ActiveBeta indexes :capturing systematic sources of active equity returns /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	ActiveBeta indexes :Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo.
Reminder of title:	capturing systematic sources of active equity returns /
other author:	Ghayur, Khalid.
Published:	Hoboken, N.J. :John Wiley & Sons,c2010.
Description:	xxiii, 215 p. :ill. ;24 cm.
Subject:	Stock price indexes.
ISBN:	9780470610022 (cloth) :

ActiveBeta indexes :capturing systematic sources of active equity returns /
ActiveBeta indexes :capturing systematic sources of active equity returns /Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo. - Hoboken, N.J. :John Wiley & Sons,c2010. - xxiii, 215 p. :ill. ;24 cm. - The Wiley finance series. - Wiley finance series..

Includes bibliographical references and index.

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.

ISBN: 9780470610022 (cloth) :NT$1413

LCCN: 2010000763

Nat. Bib. No.: GBA9B5747bnbSubjects--Topical Terms:

494388
Stock price indexes.

LC Class. No.: HG4636 / A188 2010

Dewey Class. No.: 332.63/222

ActiveBeta indexes :capturing systematic sources of active equity returns /
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020 $a 9780470610022 (cloth) : $c NT$1413
020 $a 0470610026 (cloth)
035 $a (OCoLC)ocn473453050
035 $a 2010000763
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041 0 $a eng
050 4 $a HG4636 $b A188 2010
082 0 0 $a 332.63/222 $2 22
245 0 0 $a ActiveBeta indexes : $b capturing systematic sources of active equity returns / $c Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo.
260 $a Hoboken, N.J. : $b John Wiley & Sons, $c c2010.
300 $a xxiii, 215 p. : $b ill. ; $c 24 cm.
490 1 $a The Wiley finance series
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 0 $a Stock price indexes. $3 494388
650 0 $a Investments. $3 187451
700 1 $a Ghayur, Khalid. $3 494387
830 0 $a Wiley finance series. $3 215310