10 December 2024
DownloadPortable alpha strategies are back in the spotlight, after a hiatus of more than fifteen years. While past implementations of the concept have posed many challenges, they have taught us a lot. In this paper we propose an alternative source of alpha to construct these portfolios, building on the lessons of the past.
This resource is available as a free download from Aspect Capital. Please click the button below to download the file.
This website page and content are directed and intended to be accessed by persons who satisfy any of the following criteria:
If you do not satisfy any of the above criteria or are unsure if you satisfy them, press the “Decline” button below.
If you do satisfy any of the above criteria, please press the “Accept” button below to proceed.