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. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780470610022 (cloth) 0470610026 (cloth) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stock price indexes.<br/>Investments.
<br/><br/><label>Dewey Class. No.: </label>332.63222  / ACT 2010