Those of us who are regular readers of the investment journals €“ and who, no doubt, need to get a life €“ have been hearing about portable alpha strategies for several years.1 But it has only been in the last twelve months that these strategies have moved out of the realm of academia and into more mainstream discussion.2 So what exactly is portable alpha all about, and what relevance does it have for the management of real investment portfolios?

Download:

Portable Alpha.pdf