TY  - BOOK
AU  - Ghayur,Khalid
TI  - ActiveBeta indexes: capturing systematic sources of active equity returns 
T2  - The Wiley finance series
SN  - 9780470610022 (cloth)
U1  - 332.63222 22
PY  - 2010///
CY  - Hoboken, N.J.
PB  - John Wiley & Sons
KW  - Stock price indexes
KW  - Investments
N1  - 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
ER  -