Embracing portable alpha

Fund management companies have been selling the concept of portable alpha to institutional investors for years. But now structured product manufacturers such as BNP Paribas and Morgan Stanley are looking to bring portable alpha to the masses


The idea of arranging a portfolio specifically to have one part exposed to alpha and another to beta - as opposed to traditional asset allocation models that simply advocate diversification across markets, giving a mixture of alpha and beta returns - is familiar to most professional investors. Investment companies have been marketing the concept to pension funds for at least 20 years. So it was always going to be a matter of time until some bright sparks began looking for ways to use structured

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