Embracing portable alpha



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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here