ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns -- Contents -- Foreword -- Preface -- THE PROBLEM -- THE SOLUTION -- ACTIVEBETA INDEX APPLICATIONS -- OUR CONTRIBUTION -- STRUCTURE OF THE BOOK -- ACKNOWLEDGMENTS -- Section One: Background -- Chapter 1: The Evolution of Market Indexes and Index Funds -- THE EARLY DAYS OF INDEXING -- THE INCEPTION OF THE MUTUAL FUND INDUSTRY -- ENTER ACADEMIA -- THE ADVENT OF INDEX/PASSIVE MUTUAL FUNDS -- INDEX MUTUAL FUNDS FOR THE PUBLIC -- CONCLUSION -- Chapter 2: The Evolution of Equity Style Indexes -- EMPIRICAL CHALLENGES TO FINANCIAL THEORIES -- THEORETICAL EXPLANATIONS OF ANOMALIES -- ESTABLISHING EQUITY STYLES -- EQUITY STYLE INDEX METHODOLOGY -- PITFALLS OF CURRENT EQUITY STYLE INDEXES -- CONCLUSION -- Section Two: ActiveBeta Conceptual Framework -- Chapter 3: Introducing Active Betas -- DEFINING ACTIVE BETAS -- IDENTIFYING THE DRIVERS OF EQUITY RETURNS -- VERIFICATION -- EXPLORING THE BEHAVIOR OF RETURN DRIVERS -- Chapter 4: Behavior of Short-Term Earnings Expectation and the Link with Price Momentum -- ANALYSIS METHODOLOGY -- RELATIONSHIPS STUDIED -- DECOMPOSING MOMENTUM RETURNS -- CONCLUSION -- APPENDIX: REGRESSION ANALYSIS AND CORRELATION COEFFICIENT -- Chapter 5: Behavior of Long-Term Earnings Expectation and the Link with Value -- RELATIONSHIPS STUDIED -- INVESTMENT HORIZON OF VALUE STRATEGIES -- IMPLICATIONS FOR STOCK RISK PREMIUM -- DECOMPOSING VALUE RETURNS -- CONCLUSION -- Chapter 6: Pricing and Persistence of Systematic Sources of Active Equity Returns -- PRICING OF THE SYSTEMATIC SOURCES OF ACTIVE EQUITY RETURNS -- PERSISTENCE OF THE SYSTEMATIC SOURCES OF ACTIVE EQUITY RETURNS -- MOMENTUM, VALUE, AND RISK AVERSION -- ACTIVEBETA FRAMEWORK: A SUMMARY OF RELATIONSHIPS -- Section Three: ActiveBeta Indexes -- Chapter 7: ActiveBeta Index Construction Methodology.

INVESTMENT PROCESS INDEXES -- OBJECTIVES OF INVESTMENT PROCESS INDEXES -- CONFLICTING OBJECTIVES -- TRANSPARENCY, UNDERSTANDING, AND RATIONALE OF THE ACTIVEBETA MOMENTUM INDEX -- ACTIVEBETA INDEX CONSTRUCTION PROCESS -- DIFFERENCES IN CONSTRUCTION BETWEEN ACTIVEBETA INDEXES AND OTHER PUBLIC STYLE INDEXES -- ACHIEVING OBJECTIVES -- CONCLUSION -- APPENDIX: ACTIVEBETA INDEX CONSTRUCTION PROCESS EXAMPLE -- Chapter 8: Historical Performance of ActiveBeta Indexes -- ACTIVEBETA INDEX CONSTRUCTION PROCESS OVERVIEW -- ACTIVEBETA INDEX PERFORMANCE: HIGHLIGHTS -- ACTIVEBETA INDEX PERFORMANCE: DETAILED ANALYSIS -- ACTIVEBETA INDEX EXPOSURES -- CONCLUSION -- Chapter 9: ActiveBeta Index Applications -- STYLE INVESTING: A NEW FRAMEWORK -- PERFORMANCE ATTRIBUTION: DECOMPOSING ACTIVE MANAGER RETURNS -- PORTFOLIO STRUCTURING: REVISITING THE ALPHA-BETA RETURN SEPARATION -- PERFORMANCE BENCHMARKING -- RESEARCH AND ANALYSIS -- INVESTMENT VEHICLES -- Section Four: ActiveBeta Customizable Solutions -- Chapter 10: Alternative Solutions for Capturing Active Betas -- ACTIVEBETA CUSTOM INDEXES -- ACTIVEBETA CUSTOM SOLUTIONS -- A WORD ON TRADITIONAL ACTIVE MANAGEMENT -- CONCLUSION -- Chapter 11: Concluding Remarks -- Disclosures -- Bibliography -- About the Authors -- Index.