Central Library OPAC University of Rajshahi
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ActiveBeta indexes : capturing systematic sources of active equity returns / Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo.

Contributor(s): Material type: TextLanguage: English Series: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley & Sons, c2010.Description: xxiii, 215 p. : ill. ; 24 cmISBN:
  • 9780470610022 (cloth)
  • 0470610026 (cloth)
Subject(s): DDC classification:
  • 332.63222 22 ACT 2010
Contents:
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.
Item type: Books
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Central Library, University of Rajshahi Reading Room Non-fiction 332.63222 ACT 2010 (Browse shelf(Opens below)) C-1 Not For Loan USD B55842
Books Central Library, University of Rajshahi Non-fiction 332.63222 ACT 2010 (Browse shelf(Opens below)) C-2 Available USD B55843

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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