书目详细信息
： ActiveBeta indexes :
书目信息 机读格式(MARC)
| ISBN： | 9780470610022 (cloth) |
|---|---|
| ISBN： | 0470610026 (cloth) |
| 编目源： | DLC DLC BTCTA UKM C#P BWX YDXCP CDX DLC |
| 题名： | ActiveBeta indexes : capturing systematic sources of active equity returns / Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo. |
| 索书号： | F830.91/G411E |
| 出版发行项： | Hoboken, N.J. : John Wiley & Sons, c2010. |
| 载体形态： | xxiii, 215 p. : ill. ; 24 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |