ActiveBeta Indexes
Subtitle: capturing systematic sources of active equity returns
By: Khalid Ghayur ... [et al.].
Contributors: Ghayur, Khalid.
Series: Wiley finance series
Publisher: John Wiley & Sons
Published: 2010
Place of publication: Hoboken, N.J
Language: eng
Format: Hardcover
ISBN-13: 9780470610022
Subjects: Stock price indexes; Investments
Notes: Includes bibliographical references and indexes.
Table of contents: title: The evolution of market indexes; title: The evolution of equity style indexes; title: Introducing active betas; title: Behavior of short-term earnings expectation and the link with price momentum; title: Behavior of long-term earnings expectation and the link with value relationships studied; title: Investment horizon of value strategies; title: Implications for stock risk premium; title: Decomposing value returns; title: Conclusion.