Comments on: Lintner Redux: Omega Ratios and Managed Futures http://allaboutalpha.com/blog/2009/07/08/lintner-redux-omega-ratios-and-managed-futures/ 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 By: Alpha Male http://allaboutalpha.com/blog/2009/07/08/lintner-redux-omega-ratios-and-managed-futures/comment-page-1/#comment-172559 Alpha Male Fri, 24 Jul 2009 01:45:09 +0000 http://allaboutalpha.com/blog/?p=4955#comment-172559 Touche gentlemen! ;) Touche gentlemen! ;)

]]> By: Ranjan Bhaduri http://allaboutalpha.com/blog/2009/07/08/lintner-redux-omega-ratios-and-managed-futures/comment-page-1/#comment-172497 Ranjan Bhaduri Thu, 23 Jul 2009 15:07:18 +0000 http://allaboutalpha.com/blog/?p=4955#comment-172497 Hi Harry, Did you read the entire paper of the Lintner Revisited? I am guessing not, and I encourage you to read the Lintner Revisited paper - what we did in that paper was not done earlier. Cheers, Ranjan Hi Harry,

Did you read the entire paper of the Lintner Revisited? I am guessing not, and I encourage you to read the Lintner Revisited paper – what we did in that paper was not done earlier.

Cheers,
Ranjan

]]> By: Harry M. Kat http://allaboutalpha.com/blog/2009/07/08/lintner-redux-omega-ratios-and-managed-futures/comment-page-1/#comment-166737 Harry M. Kat Thu, 09 Jul 2009 17:06:03 +0000 http://allaboutalpha.com/blog/?p=4955#comment-166737 Could have saved yourself a lot of work if you had first taken a look at the Journal of Investment Management, Spring 2004. Skewness, kurtosis, mixing with the S&P 500, etc. It has all been done before. Could have saved yourself a lot of work if you had first taken a look at the Journal of Investment Management, Spring 2004. Skewness, kurtosis, mixing with the S&P 500, etc. It has all been done before.

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