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	<title>AllAboutAlpha.com &#187; Search Results  &#187;  arnott</title>
	<atom:link href="http://allaboutalpha.com/blog/?s=arnott&#038;feed=rss2" rel="self" type="application/rss+xml" />
	<link>http://allaboutalpha.com/blog</link>
	<description>Hedge funds, portable alpha, 130/30 and alpha-centric investing</description>
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			<item>
		<title>U.S. patent officers apparently getting no vacations this summer</title>
		<link>http://allaboutalpha.com/blog/2009/08/24/u-s-patent-officers-apparently-getting-no-vacations-this-summer/</link>
		<comments>http://allaboutalpha.com/blog/2009/08/24/u-s-patent-officers-apparently-getting-no-vacations-this-summer/#comments</comments>
		<pubDate>Tue, 25 Aug 2009 00:00:33 +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=5549</guid>
		<description><![CDATA[Two recent patents on processes that many in the asset management industry might take for granted revive the debate about what is and what is not patentable. ]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/08/24/u-s-patent-officers-apparently-getting-no-vacations-this-summer/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Rob Arnott</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/rob-arnott-2/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/rob-arnott-2/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:25:51 +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=2298</guid>
		<description><![CDATA[Rob Arnott
Chairman, Research Affiliates.  Outspoken advocate of Fundamental Indexation.
Research Affiliates
Bio (Research Affiliates)
Fundamental Indexation
Relevant Postings (AllAboutAlpha.com)
 
  
]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/07/15/rob-arnott-2/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Non-market-cap indices dissed in Europe this week</title>
		<link>http://allaboutalpha.com/blog/2008/06/18/non-market-cap-indices-dissed-in-europe-this-week/</link>
		<comments>http://allaboutalpha.com/blog/2008/06/18/non-market-cap-indices-dissed-in-europe-this-week/#comments</comments>
		<pubDate>Thu, 19 Jun 2008 02:00:46 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Institutional Investing]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/06/18/non-market-cap-indices-dissed-in-europe-this-week/</guid>
		<description><![CDATA[Indices based on things other than price or market cap "can't get no respect" as the late Rodney Dangerfield might have said.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/06/18/non-market-cap-indices-dissed-in-europe-this-week/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Author of New Book: For more return without more downside risk &#8220;there are only two options&#8221;</title>
		<link>http://allaboutalpha.com/blog/2008/04/23/author-of-new-book-for-more-return-without-more-downside-risk-there-are-only-two-options/</link>
		<comments>http://allaboutalpha.com/blog/2008/04/23/author-of-new-book-for-more-return-without-more-downside-risk-there-are-only-two-options/#comments</comments>
		<pubDate>Thu, 24 Apr 2008 02:43:27 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Portable Alpha & Alpha/Beta Separation]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/04/23/author-of-new-book-for-more-return-without-more-downside-risk-there-are-only-two-options/</guid>
		<description><![CDATA[A new book finally tries to bring it all together.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/04/23/author-of-new-book-for-more-return-without-more-downside-risk-there-are-only-two-options/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Research finds most equity indices actually contain alpha</title>
		<link>http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/</link>
		<comments>http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/#comments</comments>
		<pubDate>Tue, 29 Jan 2008 02:00:17 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/01/27/research-finds-most-equity-indices-actually-contain-alpha/</guid>
		<description><![CDATA[A study of various global equity indices shows that the smaller more "exclusive" ones (like the Dow) depart significantly from the passive "buy and hold ethos" of indexation.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/01/28/research-finds-most-equity-indices-actually-contain-alpha/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>130/30 Indices: True indices or like playing chess against a computer?</title>
		<link>http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/</link>
		<comments>http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/#comments</comments>
		<pubDate>Tue, 08 Jan 2008 01:00:39 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/</guid>
		<description><![CDATA[They say anything worthwhile should be measured.  But does everything worthwhile really need an "index"?  A controversial new paper on 130/30 indexation redefines the term.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/01/07/13030-indices-true-indices-or-playing-chess-against-a-computer/feed/</wfw:commentRss>
		<slash:comments>2</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>AllAboutAlpha.com partners with global HF conference firm on new 130/30 survey</title>
		<link>http://allaboutalpha.com/blog/2007/08/15/allaboutalphacom-partners-with-global-hf-conference-firm-on-new-13030-survey/</link>
		<comments>http://allaboutalpha.com/blog/2007/08/15/allaboutalphacom-partners-with-global-hf-conference-firm-on-new-13030-survey/#comments</comments>
		<pubDate>Wed, 15 Aug 2007 13:28:27 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/08/15/allaboutalphacom-partners-with-global-hf-conference-firm-on-new-13030-survey/</guid>
		<description><![CDATA[Visitors to our Events Section may have noticed that many of the world&#8217;s leading conferences on portable alpha, 130/30 and hedge fund replication are organized by Terrapinn or one of its subsidiaries.  Terrapinn&#8217;s events in this area have featured industry leaders such as Harry Kat, Bill Fung, David Hsieh, Rob Arnott, Thomas Schneeweis, Nassim Taleb, Laurence Seigel, Paul [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/08/15/allaboutalphacom-partners-with-global-hf-conference-firm-on-new-13030-survey/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>The Altercation over Indexation</title>
		<link>http://allaboutalpha.com/blog/2007/07/26/the-altercation-over-indexation/</link>
		<comments>http://allaboutalpha.com/blog/2007/07/26/the-altercation-over-indexation/#comments</comments>
		<pubDate>Fri, 27 Jul 2007 01:00:01 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/07/26/the-altercation-over-indexation/</guid>
		<description><![CDATA[Fundamental Indexing's Rob Arnott went toe-to-toe with Vanguard's Gus Sauter in a recently-released webcast.  Billed as an "Indexation Smackdown", the bout featured plenty of bobbing and weaving.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/07/26/the-altercation-over-indexation/feed/</wfw:commentRss>
		<slash:comments>3</slash:comments>
		</item>
		<item>
		<title>Morningstar Patents Retirement Savings</title>
		<link>http://allaboutalpha.com/blog/2007/07/16/morningstar-patents-saving-for-retirement/</link>
		<comments>http://allaboutalpha.com/blog/2007/07/16/morningstar-patents-saving-for-retirement/#comments</comments>
		<pubDate>Tue, 17 Jul 2007 02:02:59 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Hedge Fund Regulation]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/07/16/morningstar-patents-saving-for-retirement/</guid>
		<description><![CDATA[Morningstar's Ibbotson Associates announced yesterday that it has successfully patented the process of re-balancing a retirement portfolio as an investor ages.  Said the firm: "Ha! Ha!  We got dibs!  Stampsies, no erasies!".]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/07/16/morningstar-patents-saving-for-retirement/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>The Patent King of Pasadena</title>
		<link>http://allaboutalpha.com/blog/2007/06/17/the-patent-king-of-pasadena/</link>
		<comments>http://allaboutalpha.com/blog/2007/06/17/the-patent-king-of-pasadena/#comments</comments>
		<pubDate>Mon, 18 Jun 2007 03:07:46 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/06/17/the-patent-king-of-pasadena/</guid>
		<description><![CDATA[WisdonTree Investments is muscling in on "fundamental indexation" the (patented) territory of Rob Arnott's Research Affiliates.  A closer look at Arnott's patents reveals he is no stranger to the US Patent Office. ]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/06/17/the-patent-king-of-pasadena/feed/</wfw:commentRss>
		<slash:comments>1</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>Small Cap Effect: &#8220;It&#8217;s Only a Flesh Wound!&#8221;</title>
		<link>http://allaboutalpha.com/blog/2007/04/18/small-cap-effect-its-only-a-flesh-wound/</link>
		<comments>http://allaboutalpha.com/blog/2007/04/18/small-cap-effect-its-only-a-flesh-wound/#comments</comments>
		<pubDate>Thu, 19 Apr 2007 00:07:12 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/04/18/small-cap-effect-its-only-a-flesh-wound/</guid>
		<description><![CDATA[Dresdner Kleinwortâ€™s James Montier levels an attack on Fama &#038; French's alleged small-cap outpeformance - leaving 3F proponents taunting us with cries that â€œitâ€™s only a flesh wound!â€.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/04/18/small-cap-effect-its-only-a-flesh-wound/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Crystal ball discovered? New model forecasts manager success</title>
		<link>http://allaboutalpha.com/blog/2007/04/15/crystal-ball-discovered-new-model-forecasts-manager-success/</link>
		<comments>http://allaboutalpha.com/blog/2007/04/15/crystal-ball-discovered-new-model-forecasts-manager-success/#comments</comments>
		<pubDate>Sun, 15 Apr 2007 21:26:24 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/04/15/crystal-ball-discovered-new-model-forecasts-manager-success/</guid>
		<description><![CDATA[Academics propose a new metric to measure the extent to which a managerâ€™s performance is correlated - not with the markets - but with â€œpublic informationâ€.  ]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/04/15/crystal-ball-discovered-new-model-forecasts-manager-success/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>Alpha/Beta Separation &amp; Integration is #3 Trend for 2007: New Watson Wyatt Report</title>
		<link>http://allaboutalpha.com/blog/2007/01/26/alphabeta-separation-integration-is-3-trend-for-2007-new-watson-wyatt-report/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/26/alphabeta-separation-integration-is-3-trend-for-2007-new-watson-wyatt-report/#comments</comments>
		<pubDate>Sat, 27 Jan 2007 01:14:50 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/26/alphabeta-separation-integration-is-3-trend-for-2007-new-watson-wyatt-report/</guid>
		<description><![CDATA[&#8220;2007 Global Pension Assets Study&#8221;
By: Watson Wyatt
Published: January 24, 2007
&#8220;Alpha/Beta Separation&#8221; isn&#8217;t just another pretty face.  This year it&#8217;s listed third on Watson Wyatt&#8217;s list of the &#8220;Six Faces of Change&#8221; for pension investing.  The &#8220;six faces&#8221; include:

Liability-driven investing
Absolute return strategies / alternative assets
Alpha / beta separation &#38; integration
Beta prime innovation / capturing systematic &#8220;alpha&#8221; in [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/01/26/alphabeta-separation-integration-is-3-trend-for-2007-new-watson-wyatt-report/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Arnott: Does My Beta Produce Alpha?</title>
		<link>http://allaboutalpha.com/blog/2006/12/08/arnott-does-my-beta-produce-alpha/</link>
		<comments>http://allaboutalpha.com/blog/2006/12/08/arnott-does-my-beta-produce-alpha/#comments</comments>
		<pubDate>Fri, 08 Dec 2006 05:30:20 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2006/12/08/arnott-does-my-beta-produce-alpha/</guid>
		<description><![CDATA[Your humble scribe is reporting to you right now from the cabin of an Embraer 190 having just left LaGuardia Airport in New York City. I&#8217;ve spent the day having my brain overloaded with alpha from some of the industry&#8217;s bigwigs at Institutional Investor&#8217;s &#8220;Second Annual Alpha Generation Forum&#8221;.  Today, I cover Rob Arnott&#8217;s keynote presentation while [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2006/12/08/arnott-does-my-beta-produce-alpha/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>EVENT: Second Annual Alpha Generation Forum</title>
		<link>http://allaboutalpha.com/blog/2006/11/14/event-second-annual-alpha-generation-forum/</link>
		<comments>http://allaboutalpha.com/blog/2006/11/14/event-second-annual-alpha-generation-forum/#comments</comments>
		<pubDate>Wed, 15 Nov 2006 01:52:38 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Hedge Fund Industry Trends]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2006/11/14/event-second-annual-alpha-generation-forum/</guid>
		<description><![CDATA[Organizer: Institutional Investor
Date: December 7, 2006
Location: New York
Apparently ii&#8217;s market research department has determined that an event featuring the trifecta of today&#8217;s hot investing topics will attract the broadest audience possible.  This event bills itself as &#8220;New Models for Liability Driven Investing, 130-30 Strategies, Portable Alpha &#038; More&#8221;.  That&#8217;s an audacious goal for one day.  But kudos to ii [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2006/11/14/event-second-annual-alpha-generation-forum/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Adapt or Die</title>
		<link>http://allaboutalpha.com/blog/2006/09/11/adapt-or-die/</link>
		<comments>http://allaboutalpha.com/blog/2006/09/11/adapt-or-die/#comments</comments>
		<pubDate>Mon, 11 Sep 2006 13:23:33 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Institutional Investing]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2006/09/11/adapt-or-die/</guid>
		<description><![CDATA[By: Tim Price, UBP London
Published: September 11, 2006  
(Private) equity funds are now giving hedge funds a run for their money as the pariahs of international corporate governance wrote David Skeel, a professor of law at the University of Pennsylvania, in the Financial Times last week. He went on:
The reason we hear so much about (private) [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2006/09/11/adapt-or-die/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
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