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

• Pubblicazione: Hoboken, NJ, : John Wiley & Sons, 2010
• Descrizione fisica: 1 online resource (242 p.)
• Disciplina: 332.63/222
• Soggetto topico: Stock price indexes; Investments
• Altri autori: GhayurKhalid LowAndrew W
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and indexes.
• Nota di contenuto: 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
• Sommario/riassunto: 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
• Titolo autorizzato: ActiveBeta indexes
• ISBN: 1-282-54758-5; 9786612547584; 1-118-26709-5; 0-470-63295-X
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910140615503321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.