Allocation betas

Financial Analysts Journal

Volumn 61, Issue 4, 2005, Pages 70-82

  Leibowitz, Martin L ^a,b   Bova, Anthony ^a,b  

^a CFA ^*  (United States)

^b MORGAN STANLEY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24344432847     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v61.n4.2744     Document Type: Review

References (10)

1. Leibowitz, Martin. 2004a. "The Changing Role of the Policy Portfolio." In Points of Inflection: New Directions for Portfolio Management (Charlottesville, VA: CFA Institute):30-38.
2. _. 2004b. "The β-Plus Measure in Asset Allocation." Journal of Portfolio Management, vol. 30, no. 3 (Spring):26-36.
3. Leibowitz, Martin, and Anthony Bova. 2004a. "Structural Betas: The Key Risk Factor in Asset Allocation." Morgan Stanley Research Notes (21 June).
4. _. 2004b. "Structural Alphas and Portfolio Triage." Morgan Stanley Research Notes (7 July).
5. _. 2004c. "Triaged Alpha Risk and the Beta-Plus Measure." Morgan Stanley Research Notes (16 July).
6. _. 2004d. "Beyond Diversification: Dragon Risk." Morgan Stanley Research Notes (21 July).
7. _. 2004e. "Increasing Relative Returns with Structural Alphas." Morgan Stanley Research Notes (14 October).
8. _. 2004f. "Relative Returns within a Constant-Beta Framework." Morgan Stanley Research Notes (4 November).
9. _. 2005. "The Efficient Frontier Using 'Alpha Cores'." Morgan Stanley Research Notes (7 January).
10. Markowitz, Harry. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley & Sons.