Alpha Into Beta
All About Alpha has a great Andrew Lo graphic depicting how Alpha eventually morphs into Beta:
Sources:
A picture of the “betafication” of alpha
29 July 2008
http://allaboutalpha.com/blog/2008/07/29/a-picture-of-the-betafication-of-alpha/
What will happen to the quants in August 2017?
Andrew Lo
MIT and AlphaSimplex
http://www.nyu.edu/sofie/slides/Lo.ppt
Thursday, July 31, 2008 | 02:30 PM | Permalink
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Anybody's who's evaluating hedge fund performance must read his book, 'HedgeFunds - An Analytical Perspective.'
Posted by: VennData | Jul 31, 2008 2:39:14 PM
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