标题: Alpha and Beta Separation and portable alpha [打印本页]

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作者: Carson    时间: 2011-7-13 13:32     标题: Alpha and Beta Separation and portable alpha

With this approach is the alpha generated always using a market neutral long-short?

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作者: infinitybenzo    时间: 2011-7-13 13:32

Use search there is a 30 post thread about this.

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作者: jmh530    时间: 2011-7-13 13:32

I think so - anything that is not market (IE beta) neutral will have a certain amount of beta.

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