Tuesday, December 8, 2009
A New Look at Building Teamwork Portfolios
By Galen Burghardt and Lianyan Liu, Alternative Investments Group of Newedge
In their paper, they examine portfolios using metrics that appear to have predictive power – correlations and volatility - and find that these “teamwork” portfolios exhibit less turnover, lower transaction costs and provide an intriguing approach to portfolio construction.
Download the full article here.
From the December 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, they examine portfolios using metrics that appear to have predictive power – correlations and volatility - and find that these “teamwork” portfolios exhibit less turnover, lower transaction costs and provide an intriguing approach to portfolio construction.
Download the full article here.
From the December 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, hedge funds
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