APPLIED RESEARCH WHITEPAPER
Arrow_Blue_Orange.pngAdding Alpha by Subtracting Beta


Fundamental portfolio managers typically build their portfolios from the bottom up. That is, they identify stocks they expect to beat the market and combine them to create a portfolio. However, fundamental managers can leverage quantitative tools to help identify and lessen potential issues in their portfolio, while still maintaining their investment views and goals. In this paper, we'll use a "real world" portfolio to illustrate how quantitative tools can improve a portfolio's realized returns.



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Adding Alpha by Subtracting Beta


A Case Study on How Quantitative Tools Can Improve a Portfolio's Returns

Fundamental portfolio managers typically build their portfolios from the bottom up. That is, they identify stocks they expect to beat the market and combine them to create a portfolio. However, fundamental managers can leverage quantitative tools to help identify and lessen potential issues in their portfolio, while still maintaining their investment views and goals. In this paper, we'll use a "real world" portfolio to illustrate how quantitative tools can improve a portfolio's realized returns.




Author: 
Chris Martin, CAIA, CIPM,
Director and Solutions Specialist