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ActiveBeta indexes : capturing systematic sources of active equity returns /
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 p...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley & Sons,
©2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.