- UID
- 222299
- 帖子
- 420
- 主题
- 7
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-15
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The underlying idea is that the long/short market neutral manager has eliminated exposure to beta and there are two sources of alpha. You can overlay this with an index future as mentioned above to get exposure to beta. So you can have alpha from a european market say, and beta from a US market .... that's the motivation for having two strategies. |
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