Wednesday, November 10, 2010


Are All Currency Managers Equal?

By Momtchil Pojarliev, Hathersage Capital Management and Richard M. Levich, New York University Stern School of Business

In their paper, they present a post-sample study of currency fund managers showing that alpha hunters and especially alpha generators are more effective in providing diversification benefits for a global equity portfolio than currency managers who earn beta returns from popular style strategies or managers with high total returns regardless of their source.

Download the full article here.

From the November 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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