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ActiveBeta indexes :capturing system...
~
Ghayur, Khalid.
ActiveBeta indexes :capturing systematic sources of active equity returns /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
ActiveBeta indexes :Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo.
其他題名:
capturing systematic sources of active equity returns /
其他作者:
Ghayur, Khalid.
出版者:
Hoboken, N.J. :John Wiley & Sons,c2010.
面頁冊數:
xxiii, 215 p. :ill. ;24 cm.
標題:
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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capturing systematic sources of active equity returns /
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