书目

ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns (Wiley Finance)

内容简介

AninformativeguideofferingnewandinnovativewaystothinkaboutactivemanagementandinvestingActiveBetaIndexespresentsexcitingnewresearchthatshowshowabove-marketreturnscanbeachievedinalow-cost,transparent,andefficientfashion.?ActiveBetasreflectfundamentalinvestmentprinciplesthathavelongbeenthefoundationofactiveequityreturns,butarecommonlymasqueradedasinvestmentskill,oralpha.?Thisgroundbreakingbookliftstheveiltouncoverthecommonsourcesofactivereturnsandrevealstheirbeta-likeproperties.DevelopedbyleadinginvestmentpractitionersatWestpeakGlobalAdvisors,ActiveBetaIndexesintroducesActiveBetasourcesandexplainshowthebehaviorofshort-andlong-termearningsgrowthgivesrisetosystematicsourcesofactiveequityreturns.-Detailsanewindexframeworkandresearchfindingsthatcouldchangethefaceofactiveportfoliomanagement-Presentspatent-pendinginnovationsforconstructingstyleindexesandinformationally-efficientactiveportfolios-ExploresthehistoricalperformanceofActiveBetaIndexesWealthadvisers,consultants,pensionsandendowments,andotherinstitutionalinvestorswillfindtheintellectualhonestyofActiveBetaIndexesarefreshingperspectiveontheactivemanagementindustry.?Theywillalsofinditausefulguidetoamorestrategicallocationoftheirriskandmanagementfeebudgets–agrowingnecessityinthesechallengingtimes.

作者简介

KhalidGhayuristheCEOandCIOofWestpeakGlobalAdvisors,LP.Hewasdirectorofresearchpolicy,amemberoftheGlobalExecutiveCommittee,andchairmanoftheIndexPolicyCommitteeatMorganStanleyCapitalInternational(MSCI)Barra.Priortothis,hewasglobalheadofquantitativeresearchandstrategyforHSBCGlobalAssetManagement.HeisaCFAcharterholder,hasservedontheBoardofGovernorsoftheCFAInstitute,andisaformertrusteeoftheCFAInstituteResearchFoundation.HereceivedanMBAinfinanceandinternationalbusinessfromtheécoleNationaledesPontsetChausséesandanMAandBAineconomicsfromtheUniversityofKarachi.RonanG.HeaneyisDirectorofResearchatWestpeak.BeforejoiningWestpeak,hewasasoftwarearchitectwithMultumInformationServicesandaseniorsoftwaredeveloperatSwissBankCorp.HeholdsanMSincomputersciencefromPurdueUniversityandaBSinappliedphysicsfromDublinCityUniversity,Ireland.StephenA.KomonisaSeniorPortfolioManageratWestpeak.Priortothis,hewasvicepresidentofforeignexchangeandcommoditiesatJ.P.Morgan&Co.,andhealsoheldpositionswithUBSAG/SwissBankandDeanWitterReynolds.HeholdsanMBAinfinanceandaccountingfromtheUniversityofChicagoBoothSchoolofBusinessandaBSincommercefromtheUniversityofVirginia.HeisalsoaCFAcharterholder.StephenC.PlattisDirectorofPortfolioManagementatWestpeak.BeforejoiningWestpeak,hecofoundedandwasaseniorvicepresidentofCordilleraAssetManagement.HeholdsaBSinfinancefromtheUniversityofColoradoLeedsSchoolofBusinessandisaCFAcharterholder.

丛书

Wiley Finance Series

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