Is Alpha Just Beta Waiting To Be Discovered ?

  title={Is Alpha Just Beta Waiting To Be Discovered ?},
  author={Adam L. Berger},
The information set forth herein has been obtained or derived from sources believed by AQR Capital Management, LLC (“AQR”) to be reliable. However, AQR does not make any representation or warranty, express or implied, as to the information’s accuracy or completeness, nor does AQR recommend that the attached information serve as the basis of any investment decision. This document has been provided to you solely for information purposes and does not constitute an offer or solicitation of an offer… CONTINUE READING

From This Paper

Topics from this paper.


Publications citing this paper.


Publications referenced by this paper.
Showing 1-7 of 7 references

Slow Moving Capital

Mark Mitchell Lasse Heje Pedersen Todd Pulvino
View 6 Excerpts
Highly Influenced

Two Paths to Alternative Beta

George, G. Thouret, R. Carroll
Derivatives Strategy • 2007

Hedge Fund Benchmarks: A Risk-Based Approach.

Fung, William, David Hsieh
Financial Analysts Journal • 2004

Generalized Style Analysis of Hedge Funds.

V. Agarwal, N. Naik
Journal of Asset Management • 2000

Common Risk Factors in the Returns on Stocks and Bonds

David Hsieh
Journal of Financial Economics • 1993

“ Hedge Fund Investing – A Taxonomy of Alpha

Kenneth R. French

Similar Papers

Loading similar papers…