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Special Report on

Beyond Portable Alpha

beyond portable alpha special research report Photo by i45.tinypic.com
Sounds like a pretty dumb question, right?  Well as regular readers will know, this question is actually central to our views here at AAA.  Over two years ago, we told you about an academic study called “ Measuring the True Cost of Active Management by Mutual Funds ” by Ross Miller of the State University of New York.  Miller argued that since mutual funds could be largely replicated by low-cost index funds or ETFs, the implicit fee for their active management was significantly higher than the posted expense ratios.  For good reason, the paper was subsequently included in the Q1 2007 edition of the Journal of ...
Initially focusing on the small-end of the computer market allowed DEC to grow without its potential competitors noticing, or caring enough to make serious efforts to compete with them. Their PDP series of machines became runaway best-sellers in the 1960s, especially the PDP-8 , widely considered to be the first successful minicomputer . Looking to simplify and update their line, DEC replaced most of their smaller machines with the PDP-11 in 1970, eventually selling over 600,000 examples and cementing DECs position as one of the most innovative and successful companies in the industry. Originally designed as a follow-on to the ...
REVIEWS AND OPINIONS
Portable Alpha – What It Is, Where to Get It, and How to Use It
So much has been written about the emergence of "quant funds" and why this type of investment becomes popular among individual investors and professionals. Lais Eleanor, in her article in the Wall Street Journal entitled "Stock-Picker Transitional Employment information technology, wrote that "investors are attracted by quantum are not emotional, disciplined method of investing. It is well known investment professionals that investor psychology is the most difficult for these variables under management. Our fear and greed most often take the path of common sense and well thought out, fidelity investments stock, investment ... market research, surveys and trends
Understanding and Using Portable Alpha
So much is being written about the emergence of “Quantitative Funds” and why this type of investment is becoming popular among both individual and professional investors. Eleanor Laise, in her Wall Street Journal article titled “Stock-Picker Jobs Going to Computers” wrote that “investors are attracted to quant funds for their non-emotional, disciplined method of investing. It is a well known fact amongst investment professionals that “investor psychology” is the most difficult variable for anyone to manage. Our fear and greed most often get in the way of good judgment and a well ... market research, surveys and trends

SURVEY RESULTS FOR
BEYOND PORTABLE ALPHA

Russell Investments Global Survey: Alternatives Become Mainstream ...
Tacoma, WA — December 3, 2007 — Pension funds, endowments and foundations that responded to a recent survey across the world are forecasting that over the next two years they will dedicate an even larger slice of their total investment portfolio to private equity, hedge funds and real estate, according to the eighth global report on alternative investing released today by Russell Investments. As a percentage of total fund assets, institutional investors in North America, Europe, Japan and Australia expect increases in all of these alternative investments, with the one exception of Australian institutional investors ... industry trends, business articles and survey research
Public Fund CIO Survey:
size in the study was $21 billion. the survey was conducted between July and ... strategies (like portable alpha) to their portfolios are bumping against ..... currently makes up 26% of public fund assets. seventeen percent of the CiOs ... industry trends, business articles and survey research
RELATED NEWS
SAUTER: Gateway Drives Like Short Track
After a runner-up finish in last week's Lucas Oil 200 at Iowa Speedway, Johnny Sauter and the ThorSport Racing No. 13 Curb Records Chevrolet team head to Gateway International Raceway to try to better last season's second-place result at the quirky 1.25-mile oval. Sauter was in position to win last season's race at Gateway - he was in and among the lead pack all afternoon - and was just behind teammate Matt Crafton and then-leader Ron Hornaday when they tangled on a late-race restart. When Sauter checked up to avoid Hornaday's spinning truck he was passed by eventual winner Mike Skinner. Sauter isn't ... market trends, news research and surveys resources
“Shut Off the Raging Dialogue of the Story of the Week”
Late last month, Egyptian authentic journalist Noha Atef and I led a workshop at Tufts University’s Fletcher Summer Institute for the Advanced Study of Nonviolent Conflict near Boston for seventy community organizers and civil resistance leaders from 41 countries. This video shows the first hour of that ninety-minute session. We were invited by our friends at the International Center on Nonviolent Conflict to host the plenary session. Careful readers of The Field will have heard some – but not all – of the points we made on journalism as civil resistance. We talked from our own experience at the School of Authentic Journalism ... market trends, news research and surveys resources

INFORMATION RESOURCES

WHITE PAPER NO. 34 Portable Alpha: What's All the Buzz About
Outperformance in this context refers to investment return beyond that obtainable on .... Portable alpha strategies begin with the insight that it is not ... technology research, surveys study and trend statistics
NEPC RECOMMENDS OPPORTUNISTIC CREDIT ALLOCATION CHICAGO TEACHERS ...
has chosen Benchmark Plus for a $15 million portable alpha mandate. The firm will produce alpha ... Pension funds should look beyond current market trends, ... technology research, surveys study and trend statistics
Fund of Funds, Portable Alpha, and Portfolio Optimization
Jun 19, 2009 ... menting portable alpha strategies in managing asset allo- cation portfolios. ... the fund of funds has to extend the asset class beyond ...
REAL TIME
BEYOND PORTABLE ALPHA
QUESTIONS AND ANSWERS
What's the difference between private equity funds and hedge fund ...
I read in Business Weekly that pension funds, university endowments, and other big investors invest in hedge funds and private equity funds. An accompanying graph shows that private equity funds had much higher returns than hedge funds in 2006 and 2007, but also greater losses in 2008. What is the difference between the two? Do they invest in different products? If not, on what base would a pension fund choose whether to invest in one or the other? Thank you! Interesting question. The two represent different asset classes, with their own returns cycles. The pension funds and other endowments seek exposure to different asset ...
Astronomy: The Earth viewed from the moon, how would the earth ...
Astronomy has been my hobby/pasttime for over 50 years.� Currently own 3 telescopes, the largest of which is a 30 inch Newtonian truss Dob that is portable.I taught Astronomy/Meteorology at the University Level for 13 years before retiring in 1995. Being retired and home most of the time, I am able to answer all questions relatively quickly, unless it's a new moon weekend with good observing conditions.� No astrology questions please, or questions about alleged UFO picture identifications. Experience Experience: Astronomy has been my hobby and study for over 50 years. We currently now own a 30 inch portable telescope ...