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	<title>AllAboutAlpha.com &#187; Search Results  &#187;  &#8220;Analytic Investors&#8221;</title>
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	<link>http://allaboutalpha.com/blog</link>
	<description>Hedge funds, portable alpha, 130/30 and alpha-centric investing</description>
	<lastBuildDate>Tue, 09 Feb 2010 19:06:44 +0000</lastBuildDate>
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		<title>In portfolio management, sometimes the sum of the parts is greater than the whole</title>
		<link>http://allaboutalpha.com/blog/2009/11/11/in-portfolio-management-sometimes-the-sum-of-the-parts-is-greater-than-the-whole/</link>
		<comments>http://allaboutalpha.com/blog/2009/11/11/in-portfolio-management-sometimes-the-sum-of-the-parts-is-greater-than-the-whole/#comments</comments>
		<pubDate>Thu, 12 Nov 2009 02:00:30 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Portable Alpha & Alpha/Beta Separation]]></category>
		<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=7404</guid>
		<description><![CDATA[It's not that active managers are using the wrong parts, it's just that they're using the wrong numbers of them, says this must-read document.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/11/11/in-portfolio-management-sometimes-the-sum-of-the-parts-is-greater-than-the-whole/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Why bother separating alpha and beta?  Here&#8217;s why.</title>
		<link>http://allaboutalpha.com/blog/2009/11/08/why-bother-separating-alpha-and-beta-heres-why/</link>
		<comments>http://allaboutalpha.com/blog/2009/11/08/why-bother-separating-alpha-and-beta-heres-why/#comments</comments>
		<pubDate>Mon, 09 Nov 2009 00:00:21 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>
		<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=7383</guid>
		<description><![CDATA[With the un-alpha-like performance of the hedge fund portion of portable alpha strategies last year, it's easy to disregard alpha/beta separation as hype.  But here's a must-read paper that shows why the concept is fundamentally sound.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/11/08/why-bother-separating-alpha-and-beta-heres-why/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Short Extension Strategies: The active management canaries in the coal mine</title>
		<link>http://allaboutalpha.com/blog/2008/11/21/short-extension-strategies-the-active-management-canaries-in-the-coal-mine/</link>
		<comments>http://allaboutalpha.com/blog/2008/11/21/short-extension-strategies-the-active-management-canaries-in-the-coal-mine/#comments</comments>
		<pubDate>Fri, 21 Nov 2008 04:47:48 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Institutional Investing]]></category>
		<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=3708</guid>
		<description><![CDATA[By virtue of their reliance on active security selection, short-extension funds are quick to reflect the prevailing opportunities for active management in general. ]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/11/21/short-extension-strategies-the-active-management-canaries-in-the-coal-mine/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Roger Clarke</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/2279/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/2279/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:16:36 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Entrepreneurs]]></category>
		<category><![CDATA[Hall of Fame]]></category>
		<category><![CDATA[Who's Who]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/07/14/2279/</guid>
		<description><![CDATA[Roger Clarke
Chairman, Analytic Investors.   Served as a member of the editorial boards of the Journal of Portfolio Management and the Financial Analysts Journal. He also served on the faculty of Brigham Young University for eight years.
Analytic Investors
Relevant Postings (AllAboutAlpha.com)
]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/07/15/2279/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Harindra de Silva</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/harindra-de-silva/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/harindra-de-silva/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:12:25 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Entrepreneurs]]></category>
		<category><![CDATA[Hall of Fame]]></category>
		<category><![CDATA[Who's Who]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2294</guid>
		<description><![CDATA[Harindra de Silva
President, Analytic Investors.  Author of several articles and studies on finance-related topics including stock market anomalies, market volatility and asset valuation.
Interview (Pensions &#38; Investments)
Analytic Investors
Research (SSRN)
Relevant Postings (AllAboutAlpha.com)
 
]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/07/15/harindra-de-silva/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>130/30 rationale, value, and &#8220;myths&#8221; covered in newly released slideware</title>
		<link>http://allaboutalpha.com/blog/2008/06/08/13030-rationale-value-and-myths-covered-in-newly-released-slideware/</link>
		<comments>http://allaboutalpha.com/blog/2008/06/08/13030-rationale-value-and-myths-covered-in-newly-released-slideware/#comments</comments>
		<pubDate>Sun, 08 Jun 2008 23:43:20 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>
		<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/06/08/13030-rationale-value-and-myths-covered-in-newly-released-slideware/</guid>
		<description><![CDATA[Pensions &#038; Investments hosted a tri-city 130/30 road show last month.  The slides, released last week, contain some useful information.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/06/08/13030-rationale-value-and-myths-covered-in-newly-released-slideware/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>130/30 in the 1930s</title>
		<link>http://allaboutalpha.com/blog/2008/04/13/13030-in-the-1930s/</link>
		<comments>http://allaboutalpha.com/blog/2008/04/13/13030-in-the-1930s/#comments</comments>
		<pubDate>Mon, 14 Apr 2008 02:28:03 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/04/13/13030-in-the-1930s/</guid>
		<description><![CDATA[Ever wonder how 130/30 strategies would have performed during the Great Depression?     ]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/04/13/13030-in-the-1930s/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Betting on the Super Bowl?  Read this report on &#8220;NFL Alphas&#8221; first.</title>
		<link>http://allaboutalpha.com/blog/2008/01/13/betting-on-the-super-bowl-read-this-report-on-nfl-alphas-first/</link>
		<comments>http://allaboutalpha.com/blog/2008/01/13/betting-on-the-super-bowl-read-this-report-on-nfl-alphas-first/#comments</comments>
		<pubDate>Mon, 14 Jan 2008 01:51:00 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/01/13/betting-on-the-super-bowl-read-this-report-on-nfl-alphas-first/</guid>
		<description><![CDATA[A new study suggests that NFL gamblers can develop an unwarranted love affair with last season's "darlings".  So are Las Vegas bookmakers serving up a "free lunch"?]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/01/13/betting-on-the-super-bowl-read-this-report-on-nfl-alphas-first/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>A Shortage of Shorts?</title>
		<link>http://allaboutalpha.com/blog/2007/11/08/a-shortage-of-shorts/</link>
		<comments>http://allaboutalpha.com/blog/2007/11/08/a-shortage-of-shorts/#comments</comments>
		<pubDate>Fri, 09 Nov 2007 02:38:48 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/11/08/a-shortage-of-shorts/</guid>
		<description><![CDATA[Think you know the stock lending market?  130/30 fees?  Whether quants are better at 130/30?  How about whether portable alpha and 130/30 are cousins?  If so, you may be the only one.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/11/08/a-shortage-of-shorts/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Q-Group spring 2007 seminar summaries are (almost) all about alpha</title>
		<link>http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/</link>
		<comments>http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/#comments</comments>
		<pubDate>Tue, 25 Sep 2007 06:44:27 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/</guid>
		<description><![CDATA[The storied "Q-Group" of quant rocket scientists has recently posted the summary from its spring 2007 meetings.  We find that most of its 17 pages are dedicated to alpha-centric investing.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
<enclosure url="http://easylink.ovsmedia.com/onlinevideoservice/clients/afa/Sharpe_Hi.wvx" length="224" type="video/x-ms-wvx" />
		</item>
		<item>
		<title>130/30 a moving target according to originators of the craze</title>
		<link>http://allaboutalpha.com/blog/2007/09/19/13030-a-moving-target-according-to-originators-of-the-craze/</link>
		<comments>http://allaboutalpha.com/blog/2007/09/19/13030-a-moving-target-according-to-originators-of-the-craze/#comments</comments>
		<pubDate>Thu, 20 Sep 2007 02:06:43 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/09/19/13030-a-moving-target-according-to-originators-of-the-craze/</guid>
		<description><![CDATA[A paper released over the summer by four men who are often considered originators of 130/30 says that the most desirable level of shorting (of "X" in 1X0/X0) actually fluctuates over time according to market factors.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/09/19/13030-a-moving-target-according-to-originators-of-the-craze/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Fundamental indexation comes under renewed attack</title>
		<link>http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/</link>
		<comments>http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/#comments</comments>
		<pubDate>Mon, 07 May 2007 22:40:03 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/</guid>
		<description><![CDATA[Rob Arnott isn&#8217;t afraid to go against the grain.  His &#8220;fundamental indexing&#8221; methodology ignores price and value-weighted indices and instead uses fundamental business metrics such as sales and revenue to construct investment benchmarks.  He says this avoids the propensity for indices to overweight temporarily overvalued stocks and underweight temporarily undervalued stocks.
But the idea has always had its [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>130/30 League Table: major league assets in the early innings</title>
		<link>http://allaboutalpha.com/blog/2007/04/16/13030-league-table-major-league-assets-in-the-early-innings/</link>
		<comments>http://allaboutalpha.com/blog/2007/04/16/13030-league-table-major-league-assets-in-the-early-innings/#comments</comments>
		<pubDate>Tue, 17 Apr 2007 02:38:30 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/04/16/13030-league-table-major-league-assets-in-the-early-innings/</guid>
		<description><![CDATA[Pensions &#038; Investments reports today that institutional money managers now manage, you guessed it, $30 billion in 130/30 â€œor similar equity strategiesâ€ ($29.9 billion to be precise).]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/04/16/13030-league-table-major-league-assets-in-the-early-innings/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>A Brief History of &#8220;130/30&#8243;</title>
		<link>http://allaboutalpha.com/blog/2007/04/16/a-brief-history-of-13030/</link>
		<comments>http://allaboutalpha.com/blog/2007/04/16/a-brief-history-of-13030/#comments</comments>
		<pubDate>Tue, 17 Apr 2007 02:37:57 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/04/16/a-brief-history-of-13030/</guid>
		<description><![CDATA[How did such an awkward term arise from nowhere so quickly to capture our collective imagination? ]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/04/16/a-brief-history-of-13030/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Alpha Generation in the NFL</title>
		<link>http://allaboutalpha.com/blog/2007/02/11/alpha-generation-in-the-nfl/</link>
		<comments>http://allaboutalpha.com/blog/2007/02/11/alpha-generation-in-the-nfl/#comments</comments>
		<pubDate>Sun, 11 Feb 2007 14:26:36 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/02/11/alpha-generation-in-the-nfl/</guid>
		<description><![CDATA[&#8220;NFL Alphas&#8221; 
Admittedly, alpha is a bit of an obsession for us at AllAboutAlpha.com.  We view alpha as the &#8220;magical&#8221;, un-replicatable, skill-based, value-add produced by human creativity.  In a world where nearly everything can be explained by systems, just about the only thing we can&#8217;t synthetically and cheaply replicate is human ingenuity.  In other words, what we can&#8217;t explain [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/02/11/alpha-generation-in-the-nfl/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>CAPM is C.R.A.P.: Dresdner Kleinwort Economist</title>
		<link>http://allaboutalpha.com/blog/2007/01/31/capm-is-crap-dresdner-kleinwort-economist/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/31/capm-is-crap-dresdner-kleinwort-economist/#comments</comments>
		<pubDate>Thu, 01 Feb 2007 02:52:25 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/31/capm-is-crap-dresdner-kleinwort-economist/</guid>
		<description><![CDATA[&#8220;CAPM is CRAP, or, The Dead Parrot Lives&#8221;
By: James Montier, Dresdner Kleinwort
Published: January 29, 2007, John Mauldin&#8217;s &#8220;Outside the Box&#8221;
John Mauldin is a big fan of James Montier, the 34 year old Dresdner Kleinwort economist who literally wrote the book on behavioral finance.  Montier also wrote a chapter in Mauldin&#8217;s 2006 book &#8220;Just One Thing&#8221; [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/01/31/capm-is-crap-dresdner-kleinwort-economist/feed/</wfw:commentRss>
		<slash:comments>4</slash:comments>
		</item>
		<item>
		<title>Fundamentalism in Asset Management</title>
		<link>http://allaboutalpha.com/blog/2007/01/17/fundamentalism-in-asset-management/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/17/fundamentalism-in-asset-management/#comments</comments>
		<pubDate>Thu, 18 Jan 2007 03:04:37 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/17/fundamentalism-in-asset-management/</guid>
		<description><![CDATA[Despite their &#8220;high-flyer&#8221; status, FT.com reported today that several high profile UK asset managers have recently begun bailing out of long-only shops.  Reasons ranged from retirement to &#8220;spending more time with family&#8221;.  But as this article points out, many have been wooed by hedge fund companies.  Says FT.com:
&#8220;Immediately after retiring from CSAM, (Bill) Mott (a star Credit [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/01/17/fundamentalism-in-asset-management/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>2007: Year of Hedge/Mutual Fund Convergence?</title>
		<link>http://allaboutalpha.com/blog/2007/01/16/2007-year-of-hedgemutual-fund-convergence/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/16/2007-year-of-hedgemutual-fund-convergence/#comments</comments>
		<pubDate>Wed, 17 Jan 2007 02:19:58 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Hedge Fund Industry Trends]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/16/2007-year-of-hedgemutual-fund-convergence/</guid>
		<description><![CDATA[We&#8217;re only a few weeks into 2007 and there seems to be an inordinate amount of buzz about mutual funds that are able to pursue non-traditional (read: &#8220;hedge fund&#8221;) mandates.
This article by Murray Coleman of Dow Jones MarketWatch suggests the phenomenal growth of long/short mutual funds in 2006 will continue into &#8216;07.  Says Coleman:
&#8220;The amount of money [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/01/16/2007-year-of-hedgemutual-fund-convergence/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Barclays PhD&#8217;s Build Hedge Fund Giant Inside No. 3 U.K. Bank</title>
		<link>http://allaboutalpha.com/blog/2007/01/05/barclays-phds-build-hedge-fund-giant-inside-no-3-uk-bank/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/05/barclays-phds-build-hedge-fund-giant-inside-no-3-uk-bank/#comments</comments>
		<pubDate>Sat, 06 Jan 2007 01:44:13 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Institutional Investing]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/05/barclays-phds-build-hedge-fund-giant-inside-no-3-uk-bank/</guid>
		<description><![CDATA[By: Edward Robinson, Bloomberg News
Published: January 5, 2007
This article provides an interesting follow-up to a Barron&#8217;s piece in October on BGI&#8217;s &#8220;Triumph of the Nerds&#8221; that also discussed the Genesis of BGI &#8211; a team that included William Sharpe, Eugene Fama, Fischer Black, Myron Scholes, &#38; Barr Rosenberg.  Not since the movie &#8220;The Breakfast Club&#8221; have [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/01/05/barclays-phds-build-hedge-fund-giant-inside-no-3-uk-bank/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Analytic Investors</title>
		<link>http://allaboutalpha.com/blog/2000/07/19/analytic-investors/</link>
		<comments>http://allaboutalpha.com/blog/2000/07/19/analytic-investors/#comments</comments>
		<pubDate>Thu, 20 Jul 2000 03:14:39 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Asset Managers]]></category>
		<category><![CDATA[Resources]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2624</guid>
		<description><![CDATA[Analytic Investors
From corporate website: Analytic Investors is widely recognized for a commitment to innovative investment research, disciplined quantitative methods and an ability to implement sophisticated trading and portfolio management strategies. Our institutional heritage and time-tested strategies complement a variety of investment objectives in today&#8217;s increasingly complex global arena.
Click here for related AllAboutAlpha content
]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2000/07/19/analytic-investors/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
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