Summer of 1,000 Posts: Portable Alpha and Alpha/Beta Separation

Jul 26th, 2009 | Filed under: AAA Newsreels, Featured Post, Today's Post

Today, we bring you another installment of our “Summer of 1,000 posts” (more…)

This week’s sampling from our archives covers Portable Alpha and Alpha/Beta Separation.

Private equity survey may not be all doom & gloom
Despite recent research that suggests otherwise, we may be due for an unexpected boom in private equity beginning sooner than many expect.

“Beta blockers” aim to reduce the blood pressure of those facing hedge fund gates
Stressed about having your money locked up in a hedge fund?  Just pop a few of these…

Portable Alpha to be “reborn” according to author of new paper on the topic
Portable alpha may have died last year.  But according to at least one expert, it’s about to be reborn.

Did Pennsylvania take a wrong turn with portable alpha?
After the announcement by Pennsylvania’s state employees pension plan that it lost money on its portable alpha strategy, some are saying this is proof that portable alpha is “exotic and risky” and that its promoters are “thieves”.  We examine the validity of these claims. More…


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Related Posts

  1. Event: Implementation Strategies for Alpha Beta Separation & Portable Alpha
  2. Alpha Beta Separation: A separation of church and state
  3. Thomas Friedman on alpha/beta separation
  4. Alpha/Beta Separation & Integration is #3 Trend for 2007: New Watson Wyatt Report
  5. Separating Alpha from Beta: Portable Alpha


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