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

Format:

Book

Contributor:

Ghayur, Khalid.

Low, Andrew W.

Series:

Wiley finance series.

Wiley finance series

Language:

English

Subjects (All):

Stock price indexes.

Investments.

Physical Description:

1 online resource (242 p.)

Edition:

1st ed.

Place of Publication:

Hoboken, NJ : John Wiley & Sons, 2010.

Language Note:

English

Summary:

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 inv

Contents:

ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns; Contents; Foreword; Preface; Section One: Background; Section Two: ActiveBeta Conceptual Framework; Section Three: ActiveBeta Indexes; Section Four: ActiveBeta Customizable Solutions; Disclosures; Bibliography; About the Authors; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and indexes.

Description based on metadata supplied by the publisher and other sources.

ISBN:

1-282-54758-5

9786612547584

1-118-26709-5

0-470-63295-X

OCLC:

607553785