عنوان
پدید آورنده
موضوع
رده
HG4636 .A328 2010eb
HG4636
.
A328
2010eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0470610026
(Number (ISBN
047063295X
(Number (ISBN
0470632976
(Number (ISBN
1118267095
(Number (ISBN
1282547585
(Number (ISBN
9780470610022
(Number (ISBN
9780470632956
(Number (ISBN
9780470632970
(Number (ISBN
9781118267097
(Number (ISBN
9781282547582
Erroneous ISBN
9780470610022
NATIONAL BIBLIOGRAPHY NUMBER
Number
b798189
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
ActiveBeta indexes :
General Material Designation
[Book]
Other Title Information
capturing systematic sources of active equity returns /
First Statement of Responsibility
Khalid Ghayur [and others] ; foreword by Andrew W. Lo.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J. :
Name of Publisher, Distributor, etc.
John Wiley & Sons,
Date of Publication, Distribution, etc.
©2010.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xxiii, 215 pages) :
Other Physical Details
illustrations
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.
0
SUMMARY OR ABSTRACT
Text of Note
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.
OTHER EDITION IN ANOTHER MEDIUM
Title
ActiveBeta indexes.
International Standard Book Number
9780470610022
TOPICAL NAME USED AS SUBJECT
Investments.
Stock price indexes.
BUSINESS & ECONOMICS-- Investments & Securities-- Stocks.
Investments.
Stock price indexes.
(SUBJECT CATEGORY (Provisional
BUS-- 036060
KF
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63/222
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4636
Book number
.
A328
2010eb
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Ghayur, Khalid.
ORIGINATING SOURCE
Date of Transaction
20201207104942.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
