alpha
What can hedge fund investors do to optimize the price they pay for alpha?
Equity portfolios constructed using bond momentum signals may outperform their traditional equity price momentum counterparts.
Outperformance and alpha are not exactly the same thing. So, how do we explain the difference?
This book provides the insights and tools investors need to improve their investing outcomes.
Shouldn't less efficient capital markets with greater information asymmetries offer more alpha opportunities?
Evan L. Jones’s vantage point as a manager of managers brings invaluable insight to the most vital issues facing investment professionals.
Why have star fund managers, like .400 hitters in baseball, become such rarities?
Is active management's decade-long losing streak to passive management due to high fees, a lack of manager skill, or something else?
Rumors of active management's demise are greatly exaggerated, AthenaInvest's C. Thomas Howard tells Jason Voss, CFA, and he has the evidence to make his case and the tools to help change active management for the better.
The search for alternatives, things that really matter in the world, and a brief foray into the active vs. passive management debate are the topics included in this week's edition of Weekend Reads.