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	<title>AllAboutAlpha.com &#187; Search Results  &#187;  ibbotson</title>
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	<link>http://allaboutalpha.com/blog</link>
	<description>Hedge funds, portable alpha, 130/30 and alpha-centric investing</description>
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			<item>
		<title>7 questions for Greg Dowling</title>
		<link>http://allaboutalpha.com/blog/2009/08/12/7-questions-for-greg-dowling/</link>
		<comments>http://allaboutalpha.com/blog/2009/08/12/7-questions-for-greg-dowling/#comments</comments>
		<pubDate>Thu, 13 Aug 2009 00:00:00 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=5407</guid>
		<description><![CDATA[The head of hedge fund strategies at investment consulting firm Fund Evaluation Group shares his perspective on his clients' evolving views on alternative investments.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/08/12/7-questions-for-greg-dowling/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>AAA Exclusive: 7 questions for Roger Ibbotson</title>
		<link>http://allaboutalpha.com/blog/2009/07/14/aaa-exclusive-7-questions-for-roger-ibbotson/</link>
		<comments>http://allaboutalpha.com/blog/2009/07/14/aaa-exclusive-7-questions-for-roger-ibbotson/#comments</comments>
		<pubDate>Wed, 15 Jul 2009 00:00:42 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Featured Post]]></category>
		<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=4997</guid>
		<description><![CDATA[Roger Ibbotson speaks candidly about hedge fund regulation, quant strategies, and updates to the "ABCs of hedge funds."]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/07/14/aaa-exclusive-7-questions-for-roger-ibbotson/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>San Francisco Recap: Will &#8220;tectonic shifts&#8221; in the global economy finally give emerging markets hedge funds a chance to earn some alpha?</title>
		<link>http://allaboutalpha.com/blog/2009/05/14/will-tectonic-shifts-in-the-global-economy-finally-give-emerging-markets-hedge-funds-a-chance-to-earn-some-alpha/</link>
		<comments>http://allaboutalpha.com/blog/2009/05/14/will-tectonic-shifts-in-the-global-economy-finally-give-emerging-markets-hedge-funds-a-chance-to-earn-some-alpha/#comments</comments>
		<pubDate>Thu, 14 May 2009 04:34:11 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Featured Post]]></category>
		<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=4633</guid>
		<description><![CDATA[Here's to hoping recent global economic shifts can do something to add some alpha to emerging markets "hedge" funds.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/05/14/will-tectonic-shifts-in-the-global-economy-finally-give-emerging-markets-hedge-funds-a-chance-to-earn-some-alpha/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Battle of the Quants III: Blow-by-blow</title>
		<link>http://allaboutalpha.com/blog/2009/02/05/february-5-live-blogging-battle-of-the-quants-iii/</link>
		<comments>http://allaboutalpha.com/blog/2009/02/05/february-5-live-blogging-battle-of-the-quants-iii/#comments</comments>
		<pubDate>Thu, 05 Feb 2009 16:28:44 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Today's Post]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=4166</guid>
		<description><![CDATA[Live from New York, it's Thursday morning!]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2009/02/05/february-5-live-blogging-battle-of-the-quants-iii/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Barton Waring</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/barton-waring/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/barton-waring/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:54:36 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Hall of Fame]]></category>
		<category><![CDATA[Practitioners]]></category>
		<category><![CDATA[Who's Who]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2314</guid>
		<description><![CDATA[Barton Waring
Managing director and head of the Client Advisory Group at Barclays Global Investors.  Previously, head of Ibbotson Associates.
Bio (Yale Alumni Association)
Research (SSRN)
Relevant Postings (AllAboutAlpha.com)
     
       
]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/07/15/barton-waring/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Roger Ibbotson</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/roger-ibbotson/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/roger-ibbotson/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:06:31 +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=2292</guid>
		<description><![CDATA[Roger Ibbotson
Professor in the Practice of Finance, Yale School of Management.  Chairman and CIO of Zebra Capital Management, LLC. Founder, Advisor and former Chairman of Ibbotson Associates, now a Morningstar Company. Has written numerous books and articles including Stocks Bonds Bills and Inflation.
Homepage (Yale)
Ibbotson Associates (now Morningstar)
Research (SSRN)
Relevant Postings (AllAboutAlpha.com)
]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/07/15/roger-ibbotson/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Busy week on the alpha-centric news beat</title>
		<link>http://allaboutalpha.com/blog/2008/06/15/busy-week-on-the-alpha-centric-news-beat/</link>
		<comments>http://allaboutalpha.com/blog/2008/06/15/busy-week-on-the-alpha-centric-news-beat/#comments</comments>
		<pubDate>Mon, 16 Jun 2008 00:49:52 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[AAA Newsreels]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2008/06/15/busy-week-on-the-alpha-centric-news-beat/</guid>
		<description><![CDATA[Last week was uncommonly busy in the world of asset management news.  Here's some interesting stuff you might have missed...]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2008/06/15/busy-week-on-the-alpha-centric-news-beat/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>Unscrambling the performance fee egg yields new insights into hedge fund returns</title>
		<link>http://allaboutalpha.com/blog/2007/11/25/unscrambling-the-performance-fee-egg-yields-new-insights-into-hedge-fund-returns/</link>
		<comments>http://allaboutalpha.com/blog/2007/11/25/unscrambling-the-performance-fee-egg-yields-new-insights-into-hedge-fund-returns/#comments</comments>
		<pubDate>Mon, 26 Nov 2007 01:00:31 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Investment Management Fees]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/11/25/unscrambling-the-performance-fee-egg-yields-new-insights-into-hedge-fund-returns/</guid>
		<description><![CDATA[A new study suggests that some of the characteristics of hedge fund returns are not a result of their investment strategies, but are instead a result of their performance fee model.]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/11/25/unscrambling-the-performance-fee-egg-yields-new-insights-into-hedge-fund-returns/feed/</wfw:commentRss>
		<slash:comments>2</slash:comments>
		</item>
		<item>
		<title>Hedge Fund Performance Persistence: A Multinomial Approach Application to Asian Hedge Funds</title>
		<link>http://allaboutalpha.com/blog/2007/11/03/hedge-fund-performance-persistence-a-multinomial-approach-application-to-asian-hedge-funds/</link>
		<comments>http://allaboutalpha.com/blog/2007/11/03/hedge-fund-performance-persistence-a-multinomial-approach-application-to-asian-hedge-funds/#comments</comments>
		<pubDate>Sat, 03 Nov 2007 17:55:51 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>
		<category><![CDATA[Dossier]]></category>
		<category><![CDATA[Posting Categories]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=4005</guid>
		<description><![CDATA[By: Malick O. Sy (RMIT University), Lan T. P. Nguyen, Ming Yu Cheng and Sayed Hossain (Multimedia University)
Published: November 2007
Abstract: In this paper, we study the performance persistence of 206 Asian long/short equity funds that are listed in the EurekaHedge database over two and a half year period, from January 2004 to June 2006. We [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/11/03/hedge-fund-performance-persistence-a-multinomial-approach-application-to-asian-hedge-funds/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Dynamics of Fund of Hedge Funds: Flow, Size, and Performance</title>
		<link>http://allaboutalpha.com/blog/2007/10/13/dynamics-of-fund-of-hedge-funds-flow-size-and-performance/</link>
		<comments>http://allaboutalpha.com/blog/2007/10/13/dynamics-of-fund-of-hedge-funds-flow-size-and-performance/#comments</comments>
		<pubDate>Sat, 13 Oct 2007 19:20:32 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Dossier]]></category>
		<category><![CDATA[Hedge Fund Industry Trends]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2874</guid>
		<description><![CDATA[By: James Xiong, Thomas Idzorek, Peng Chen and Roger Ibbotson
Published: October 2007
Abstract: Using a combination of data from the TASS database and the Morningstar Hedge Fund Databases from January 1995 to November 2006, we studied the relationship between performance and fund flow and the relationship between performance and asset size for funds of hedge funds. Our findings confirmed that [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2007/10/13/dynamics-of-fund-of-hedge-funds-flow-size-and-performance/feed/</wfw:commentRss>
		<slash:comments>0</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>Is there an optimal mix between alpha and beta in hedge fund returns?</title>
		<link>http://allaboutalpha.com/blog/2006/10/18/is-there-an-optimal-mix-between-alpha-and-beta-in-hedge-fund-returns/</link>
		<comments>http://allaboutalpha.com/blog/2006/10/18/is-there-an-optimal-mix-between-alpha-and-beta-in-hedge-fund-returns/#comments</comments>
		<pubDate>Wed, 18 Oct 2006 19:54:42 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Performance, Analytics & Metrics]]></category>
		<category><![CDATA[Portable Alpha & Alpha/Beta Separation]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2006/10/18/is-there-an-optimal-mix-between-alpha-and-beta-in-hedge-fund-returns/</guid>
		<description><![CDATA[By: Diana Raluca Calin, Reading University
Published: April 2006
EurekaHedge highlights an interesting paper on alpha and beta in hedge funds.  Written by a Masters student at the ICMA Centre at Reading University, the paper (a Master&#8217;s thesis using the EurekaHedge database) contains some interesting findings about the amount of alpha in hedge funds.
The author conducts a [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2006/10/18/is-there-an-optimal-mix-between-alpha-and-beta-in-hedge-fund-returns/feed/</wfw:commentRss>
		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs</title>
		<link>http://allaboutalpha.com/blog/2006/10/07/the-abcs-of-hedge-funds-alphas-betas-and-costs/</link>
		<comments>http://allaboutalpha.com/blog/2006/10/07/the-abcs-of-hedge-funds-alphas-betas-and-costs/#comments</comments>
		<pubDate>Sun, 08 Oct 2006 01:45:53 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Investment Management Fees]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2006/10/07/the-abcs-of-hedge-funds-alphas-betas-and-costs/</guid>
		<description><![CDATA[By: Roger Ibbotson, Yale School of Management &#038; Peng Chen, Ibbotson Associates
Published: September 2006
Whew!  There is alpha in them there hedge funds.  Ibbotson and Chen discover that hedge fund fees absorb about half of it, but it seems to exist nonetheless.  
Using a database of hedge fund performance from 1995 to 2006, they adjust for commonly-cited problems such as [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2006/10/07/the-abcs-of-hedge-funds-alphas-betas-and-costs/feed/</wfw:commentRss>
		<slash:comments>5</slash:comments>
		</item>
		<item>
		<title>The A, B, C s of Hedge Funds: Alphas, Betas and Costs</title>
		<link>http://allaboutalpha.com/blog/2006/09/15/the-a-b-c-s-of-hedge-funds-alphas-betas-and-costs/</link>
		<comments>http://allaboutalpha.com/blog/2006/09/15/the-a-b-c-s-of-hedge-funds-alphas-betas-and-costs/#comments</comments>
		<pubDate>Fri, 15 Sep 2006 21:45:20 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Dossier]]></category>
		<category><![CDATA[Investment Management Fees]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2461</guid>
		<description><![CDATA[By: Roger Ibbotson, Pen Chen
Published: September 2006
Abstract: In this paper, we focus on two issues. First, we analyze the potential biases in reported hedge fund returns, in particular survivorship bias and backfill bias, and attempt to create an unbiased return sample. Second, we decompose these returns into their three A,B,C components: the value added by [...]]]></description>
		<wfw:commentRss>http://allaboutalpha.com/blog/2006/09/15/the-a-b-c-s-of-hedge-funds-alphas-betas-and-costs/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
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