Beta Morphs From Alpha
When huge amounts of assets pile into managed strategies and everyone starts to invest to replicate that alpha, alpha evolves into beta.
Marrying Long and Short
The first two funds are linked to the Russell 3000, a barometer of the total U.S. stock market while CSM is linked to the Credit...
Build a Low Correlation Portfolio
AlphaSimplex Group's Andrew Lo launches a multi-strategy, absolute-return fund: Natixis ASG Diversifying Strategies Fund (DSFAX).
ProShares Launches 130/30 Fund
This 130/30 fund is linked to the Credit Suisse 130/30 Large-Cap Index. It aims to invest 130 percent of its assets in long positions, while 30 percent is invested in short positions.
BETA Made Simpler
Hedge funds suffered through a catastrophically bad year in 2008, with performance plummeting, investors redeeming billions of dollars and fund after fund biting the dust....
At a CFA Institute risk-management conference at the New York Hilton this past February, Andrew Lo asked the audience of securities analysts to consider a...