http://allaboutalpha.com/blog/2007/04/11/schneeweis-on-alpha-the-sec-and-hedge-fund-replication/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Thu, 18 Mar 2010 13:53:53 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2007/04/11/schneeweis-on-alpha-the-sec-and-hedge-fund-replication/comment-page-1/#comment-12283 allaboutalpha.com: Welcome to AllAboutAlpha.com Sun, 24 Jun 2007 16:31:36 +0000 http://allaboutalpha.com/blog/2007/04/11/schneeweis-on-alpha-the-sec-and-hedge-fund-replication/#comment-12283 [...] To summarize his approach and corroborate his thinking, Main cites a quote from an interview conducted by AllAboutAlpha.com with Professor Thomas Schneeweis of the University if Massachusetts a few months ago: “(Is Alpha finite?) It depends on how you define alpha. If alpha is generated by some wizard who wakes up in the morning and has the unique ability to give you a return absent of any risk, then that probably never existed. But if you are talking about an individual who is able to add together a unique set of risk opportunities that aren’t easily accessible via other sorts of vehicles - then that alpha does exist.” [...] [...] To summarize his approach and corroborate his thinking, Main cites a quote from an interview conducted by AllAboutAlpha.com with Professor Thomas Schneeweis of the University if Massachusetts a few months ago: “(Is Alpha finite?) It depends on how you define alpha. If alpha is generated by some wizard who wakes up in the morning and has the unique ability to give you a return absent of any risk, then that probably never existed. But if you are talking about an individual who is able to add together a unique set of risk opportunities that aren’t easily accessible via other sorts of vehicles – then that alpha does exist.” [...]

]]> http://allaboutalpha.com/blog/2007/04/11/schneeweis-on-alpha-the-sec-and-hedge-fund-replication/comment-page-1/#comment-10719 allaboutalpha.com: Welcome to AllAboutAlpha.com Fri, 08 Jun 2007 08:02:00 +0000 http://allaboutalpha.com/blog/2007/04/11/schneeweis-on-alpha-the-sec-and-hedge-fund-replication/#comment-10719 [...] To summarize his approach and corroborate his thinking, Main cites a quote from an interview conducted by AllAboutAlpha.com with Professor Thomas Schneeweis of the University if Massachusetts a few months ago: “(Is Alpha finite?) It depends on how you define alpha.  If alpha is generated by some wizard who wakes up in the morning and has the unique ability to give you a return absent of any risk, then that probably never existed.  But if you are talking about an individual who is able to add together a unique set of risk opportunities that aren’t easily accessible via other sorts of vehicles - then that alpha does exist.” [...] [...] To summarize his approach and corroborate his thinking, Main cites a quote from an interview conducted by AllAboutAlpha.com with Professor Thomas Schneeweis of the University if Massachusetts a few months ago: “(Is Alpha finite?) It depends on how you define alpha.  If alpha is generated by some wizard who wakes up in the morning and has the unique ability to give you a return absent of any risk, then that probably never existed.  But if you are talking about an individual who is able to add together a unique set of risk opportunities that aren’t easily accessible via other sorts of vehicles – then that alpha does exist.” [...]

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