Gathering implicit alphas in a beta world

Journal of Portfolio Management

Volumn 33, Issue 3, 2007, Pages

  Leibowitz, Martin ^a   Bova, Anthony ^a  

^a MORGAN STANLEY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248681592     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2007.684748     Document Type: Article

References (3)

1. Leibowitz, Martin L. "Allocation Betas." Financial Analysts Journal, vol. 61, no. 4 (July/August 2005a), pp. 70-82.
2. _. "Alpha Hunters and Beta Grazers." Financial Analysts Journal, vol. 61, no. 5 (September/October 2005b), pp. 32-39.
3. Leibowitz, Martin L., and P. Brett Hammond. "The β-Plus Measure in Asset Allocation." The Journal of Portfolio Management, vol. 30, no. 3 (Spring 2004), pp. 26-36.