Library of American University of Madaba
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ActiveBeta indexes : capturing systematic sources of active equity returns /
Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo.
- Hoboken, N.J. : Wiley, 2010.
- xxiii, 215 p. : ill. ; 24 cm.
- 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.
9780470610022 (cloth) 0470610026 (cloth)
Stock price indexes.
Investments.
HG4636
332.63222 / A328
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.
9780470610022 (cloth) 0470610026 (cloth)
Stock price indexes.
Investments.
HG4636
332.63222 / A328