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Select Fixed-Income Mgr: style analysis, selection bets, correlation of alphas, investment process
Select Equity Mgr: style, performance, fees, personel and research, consistent stated&actual strategy.
Shouldn’t the correlation of alpha be considered in selcting equity managers?

justin88

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2^#

发表于 2013-4-22 09:26 | 只看该作者

Probably not as big of a concern w/ equity b/c fixed income has a lot more sources of alpha: duration, spreads, sectors, issues etc…. vs. equity is more simple and the style probably determines a lot of the alpha.

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LorrinCFA

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3^#

发表于 2013-4-22 09:26 | 只看该作者

tulkuu wrote:
Shouldn’t the correlation of alpha be considered in selcting equity managers?
it’s CFAI nonsense. they don’t really know and yes it does matter in the real world.

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