Hedge Funds
The case for hedge fund betas: lessons learned about correlations
US-based quant shop AQR Capital has helped pioneer the notion of hedge fund beta as an investable product. With first-year performance numbers now in, GREG BRIGHT spoke with the firm’s managing and founding principal, Cliff Asness. Cliff Asness has been talking about hedge fund beta for some years. He wrote a paper about it, with […]
Staff WriterNovember 2, 2009