Summer of 1000 Posts: CAPM/ Alpha Theory
Aug 9th, 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 we’ll be looking back through our archives to cull posts on the topic of CAPM/Alpha Theory…
How Hollywood, lotteries and mutual funds show that all risk is relative
Since the birth of the CAPM, empirical evidence has been uncooperative – showing that high risk investments produce lower returns, not higher ones. Now one author looks beyond equity markets and finds even more evidence against the vaunted CAPM.
Real Estate Alpha
A lot of research has been conducted on real estate mutual funds. But precious little has ever been conducted on the alpha produced by institutional funds that invest in commercial real estate – until now…
Crowds may not be so “wise” after all
A new book, an industry survey, and media reports have propelled the age-old topic of market efficiency into the spotlight this month.
Study hints that alpha may be finite (at least in the short term)
Is it a coincidence that hedge fund returns are exploding right after the biggest culling in the industry’s history? More…
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