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ActiveBeta indexes : capturing systematic sources of active equity returns /

Authors: Ghayur, Khalid.%author Series: Wiley finance series Published by : Wiley, (Hoboken, N.J. :) Physical details: xxiii, 215 p. : ill. ; 24 cm. ISBN: 0470610026 Subject(s): Stock price indexes. | Investments. Year: 2010
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.63222 A328 (Browse Shelf) Available JBC/2012/6137
Book Book AUM Main Library 332.63222 A328 (Browse Shelf) Available JBC/2012/6137
Book Book AUM Main Library 332.63222 A328 (Browse Shelf) Available JBC/2012/6152
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332.63221 S892Equity asset valuation : 332.63221 S892Equity asset valuation : 332.63221 S892Equity asset valuation : 332.63222 A328 ActiveBeta indexes : 332.63222 A328 ActiveBeta indexes : 332.63222 A328 ActiveBeta indexes :

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.

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