ActiveBeta indexes: capturing systematic sources of active equity returns
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley & Sons
c2010
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
| Beschreibung: | Includes bibliographical references and index 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 investment practit |
| Beschreibung: | 1 Online-Ressource (xxiii, 215 p.) |
| ISBN: | 9781118267097 1118267095 9780470632956 047063295X |
Internformat
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| 245 | 1 | 0 | |a ActiveBeta indexes |b capturing systematic sources of active equity returns |c Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo |
| 264 | 1 | |a Hoboken, N.J. |b John Wiley & Sons |c c2010 | |
| 300 | |a 1 Online-Ressource (xxiii, 215 p.) | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 investment practit | ||
| 505 | 0 | |a 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 | |
| 650 | 4 | |a Stock price indexes | |
| 650 | 4 | |a Investments | |
| 700 | 1 | |a Ghayur, Khalid |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-0-470-61002-2 |
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Datensatz im Suchindex
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| building | Verbundindex |
| bvnumber | BV041167545 |
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| contents | 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 |
| ctrlnum | (OCoLC)607553785 (DE-599)BVBBV041167545 |
| dewey-full | 332.63/222 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/222 |
| dewey-search | 332.63/222 |
| dewey-sort | 3332.63 3222 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV041167545 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:41:11Z |
| institution | BVB |
| isbn | 9781118267097 1118267095 9780470632956 047063295X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026142824 |
| oclc_num | 607553785 |
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| owner_facet | DE-473 DE-BY-UBG DE-861 |
| physical | 1 Online-Ressource (xxiii, 215 p.) |
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| publishDate | 2010 |
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| publisher | John Wiley & Sons |
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| spelling | ActiveBeta indexes capturing systematic sources of active equity returns Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo Hoboken, N.J. John Wiley & Sons c2010 1 Online-Ressource (xxiii, 215 p.) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index 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 investment practit 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 Stock price indexes Investments Ghayur, Khalid Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-61002-2 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267097 Verlag Volltext |
| spellingShingle | ActiveBeta indexes capturing systematic sources of active equity returns 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 Stock price indexes Investments |
| title | ActiveBeta indexes capturing systematic sources of active equity returns |
| title_auth | ActiveBeta indexes capturing systematic sources of active equity returns |
| title_exact_search | ActiveBeta indexes capturing systematic sources of active equity returns |
| title_full | ActiveBeta indexes capturing systematic sources of active equity returns Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo |
| title_fullStr | ActiveBeta indexes capturing systematic sources of active equity returns Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo |
| title_full_unstemmed | ActiveBeta indexes capturing systematic sources of active equity returns Khalid Ghayur ... [et al.] ; foreword by Andrew W. Lo |
| title_short | ActiveBeta indexes |
| title_sort | activebeta indexes capturing systematic sources of active equity returns |
| title_sub | capturing systematic sources of active equity returns |
| topic | Stock price indexes Investments |
| topic_facet | Stock price indexes Investments |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267097 |
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