IAmNeil

Long short portfolio - beta neutral (e.g. analyst is long on Ford Stock and Short on GM stock, the same trade can be structured to be Beta neutral).

infinitybenzo

Core+ Satellite do not use long-short, right ?

mcmc

Alpha-Beta separation and core satellite are both ways of creating alpha for your portfolio.

1. Alpha-Beta separation. The alpha is generated from a long short portfolio (Beta Neutral), or a portfolio in which the manager has expertise. The Beta is created by investing in portfolio where you want the Beta exposure.
2. Core+ Satellite. The core is your portfolio which meets like the minimum return on investment (or matches your liabilities). Satellite portfolios are the ones that you add to generate alpha.

My two cents.

Roflnadal

BTON04 Wrote:
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> 1. Alpha-Beta separation. The alpha is generated from a long short portfolio (Beta
> Neutral), or a portfolio in which the manager has expertise. The Beta is created by
> investing in portfolio where you want the Beta exposure.

What's difference with long-short ?