Active Alpha

Active Alpha Investing provides a framework for putting an improved and durable long-term investment strategy into action enabling investors to improve their risk-adjusted returns by:

• Separating interest rate, market and active risk
• Getting market risk more efficiently
• Neutralizing the exposure of liabilities to interest-rate fluctuations
• Taking more active risk
• Using a risk budget to create an optimal balance between these sources of return

Also Recommended

• A New Investing Paradigm
• All Alphas Are Not Created Equal
• Beyond Active Alpha
• Putting it All Together
• The Active Risk Puzzle

Request Literature

• Active Risk Budgeting in Action
• Understanding Hedge Fund Performance
• Improving Portfolio Efficiency
• Risk and Return in Private Equity
• Strategic Asset Allocation