http://allaboutalpha.com/blog/2006/10/11/new-approach-gets-hedge-fund-returns-with-traditional-risk/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Fri, 12 Mar 2010 16:56:36 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2006/10/11/new-approach-gets-hedge-fund-returns-with-traditional-risk/comment-page-1/#comment-134 All About Alpha » Blog Archives » 130/30 Investing: Freedom of Expression Mon, 11 Dec 2006 16:02:47 +0000 http://allaboutalpha.com/blog/2006/10/11/new-approach-gets-hedge-fund-returns-with-traditional-risk/#comment-134 [...] If you’re having a deja vu right now, you’re not alone.  In the past, we have questioned whether all 1X0/X0 strategies were really just hedge funds in drag. But it seems that Ingrid Tierens has heard this skepticism before.  In rebutting this argument, she says that unlike (stereotypical) hedge funds, 1X0/X0 portfolios have all the transparency of traditional long-only funds.  Furthermore, she says, they can be more easily tracked against a benchmark, and they can also â€œfit into the equities bucket”. [...] [...] If you’re having a deja vu right now, you’re not alone.  In the past, we have questioned whether all 1X0/X0 strategies were really just hedge funds in drag. But it seems that Ingrid Tierens has heard this skepticism before.  In rebutting this argument, she says that unlike (stereotypical) hedge funds, 1X0/X0 portfolios have all the transparency of traditional long-only funds.  Furthermore, she says, they can be more easily tracked against a benchmark, and they can also â€œfit into the equities bucket”. [...]

]]> http://allaboutalpha.com/blog/2006/10/11/new-approach-gets-hedge-fund-returns-with-traditional-risk/comment-page-1/#comment-42 Thursday links: bond market vigilantes « Abnormal Returns Thu, 12 Oct 2006 17:33:21 +0000 http://allaboutalpha.com/blog/2006/10/11/new-approach-gets-hedge-fund-returns-with-traditional-risk/#comment-42 [...] All About Alpha on the sub-optimality of “bundled” alpha/beta solutions. [...] [...] All About Alpha on the sub-optimality of “bundled” alpha/beta solutions. [...]

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