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From All About Alpha - view blog entries - visit this blogMarch 17, 2008 at 8:00 pm ET
New hedge funds tend to do relatively well, but skeptics say it's because of "back-fill". However, a new study concludes that backfilling may only be part of the story. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 16, 2008 at 10:00 pm ET
Dow Jones has joined Credit Suisse and S&P in the 130/30 index march. But a closer look reveals the Dow Jones entry is fundamentally different. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 14, 2008 at 5:23 pm ET
Here is a sample of the news stories we didn’t get a chance to explore in detail this week. As usual, all of them can be found on the Alpha-ticker above or in the news ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 13, 2008 at 10:01 pm ET
Notwithstanding new evidence of its alleged fruitlessness, support for active management seems to be coming from an unlikely source: passive managers. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 13, 2008 at 10:00 pm ET
Not everyone is a fan of 130/30. One manager says so-called short rebates represent a conflict of interest for "bonus hungry executives" at some firms. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 12, 2008 at 8:45 pm ET
If the history of asset management could be characterized as a struggle between active and passive management, are we nearing the end? ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 11, 2008 at 10:00 pm ET
Our intrepid "fly on the wall" buzzed into London for a major conference on hedge fund replication. He reports from his fly-sized Blackberry. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 10, 2008 at 10:00 pm ET
Three "sovereign wealth funds" managing a total of $600 billion recent told the US Congress not to worry - they weren't vehicles for their goverments' policies. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 9, 2008 at 9:43 pm ET
Dr. William Shadwick, developer of the Omega Function used in risk management, warns that "over-modeling" has "negative consequences" ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 7, 2008 at 12:00 pm ET
Everything is bigger in the Lone Star State - including the alternative investment portfolio in its teachers' pension plan. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 6, 2008 at 9:31 pm ET
Recent research on the human brain reveals that the secret to alpha generation may not be facts and figures - but emotions & psychology. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 5, 2008 at 6:57 pm ET
In the latest in their ongoing debate, Harry Kat questions Lars Jaeger's reliance on modern finance - a field he calls "utterly disappointing". ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 4, 2008 at 7:00 pm ET
Phillip Goldstein is at it again. This time he has threatened to sue the SEC if it doesn't allow him to advertise on the web. The big question: is commercial "free speech" protected? ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 3, 2008 at 8:25 pm ET
In today's "Alternative Viewpoints...powered by CAIA" Konstantin Danilov proposes a new type of security that might address the illiquidity risks inherent in individual positions. ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 2, 2008 at 8:56 pm ET
Following the launch of Morningstar's "Risk Adjusted Rating" for hedge funds, we examine this metric and find that - if not predictive - it is at least "manipulation proof". ... ( more)
From All About Alpha - view blog entries - visit this blogMarch 2, 2008 at 8:39 pm ET
We come across a lot of interesting news items each week. In some cases, we see enough items on a particular theme write a posting on their common threads - what they say about the ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 28, 2008 at 8:45 pm ET
In a January report to clients (available here), Morgan Stanley explores the true implications of the adage "all correlations go to one during times of stress". ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 27, 2008 at 8:21 pm ET
Guest contributor Steve Cochrane, the CIO at the North Dakota State Retirement Scheme, tells how and why he brought 130/30 to the Flickertail State. ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 26, 2008 at 9:00 pm ET
Lars Jaeger says that Harry Kat's scepticism of alternative beta is based on a number of "inconsistencies" and mathematical short-cuts. ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 25, 2008 at 7:02 pm ET
UK regulators say that overly pessimistic longevity assumptions are leading to underfunded pension plans - making that country a risky place to be an old man. ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 24, 2008 at 9:38 pm ET
Two major articles over the weekend blame financial turmoil on "complexity". An attractive argument - but is it really that simple? ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 21, 2008 at 8:19 pm ET
A report published last week says hedge funds need to do more in order to win the favor of institutional investors. But it may be too late for one institution. ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 20, 2008 at 8:34 pm ET
Guest contributor Professor Harry Kat examines the creation of alternative beta using mechanical trading rules. ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 19, 2008 at 7:13 pm ET
A comprehensive new report provides evidence of what we see as an alpha-centric revolution in asset management. ... ( more)
From All About Alpha - view blog entries - visit this blogFebruary 18, 2008 at 7:42 pm ET
Our exclusive survey of hedge fund managers, investors and consultants reveals how "hedge fund replication" is actually being embraced by some hedge funds. ... ( more)
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