away from alpha to beta strategy

away from alpha to beta strategy

am 08.03.2006 11:19:24 von scio

hello there,

me and my friend are working on an assignement. we should investigate
if the assumption is true that hedge fund managers tend to leave more
and more the alpha strategies to follow more beta stratiegies.

what do you mean? is there any literature about this? what about press
releases?

Thanks for any information.

sascha

Re: away from alpha to beta strategy

am 08.03.2006 12:36:01 von dumbstruck

> is there any literature about this? what about press releases?

See rydexfunds.com introduction of their 2 new hedge mutual funds - esp
rymsx. Also find "getting more alpha from beta" section of their white
paper on the next generation of investment strategy in
(full of very
interesting thoughts for everyone doing their own portfolio - not just
for hedge freaks!)