Practical analysis for investment professionals

alpha


The Alpha Capture Ratio: Rising Interest Rates Mean Pricier Alpha

What can hedge fund investors do to optimize the price they pay for alpha?

Does Bond Market Data Yield Equity Alpha?

Equity portfolios constructed using bond momentum signals may outperform their traditional equity price momentum counterparts.

Outperformance Ain’t Alpha

Outperformance and alpha are not exactly the same thing. So, how do we explain the difference?

Book Review: Better than Alpha

This book provides the insights and tools investors need to improve their investing outcomes.

Less Efficient Markets = Higher Alpha?

Shouldn't less efficient capital markets with greater information asymmetries offer more alpha opportunities?

Book Review: Active Investing in the Age of Disruption

Evan L. Jones’s vantage point as a manager of managers brings invaluable insight to the most vital issues facing investment professionals.

Alpha and the .400 Hitter

Why have star fund managers, like .400 hitters in baseball, become such rarities?

The Active Manager Paradox: High-Conviction Overweight Positions

Is active management's decade-long losing streak to passive management due to high fees, a lack of manager skill, or something else?

Is Active Management Dead? Not Even Close

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.

Weekend Reads: No Alternatives and Things That Really Matter

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.



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