Alpha or Beta

Economistより:
Research suggests that the correlation between hedge-fund returns and the S&P 500 index is already high and getting higher. Worse still, hedge funds are becoming more strongly correlated with each other.

まあ、絶対リターン追及型とか言っても、世の中絶対なものはそんなに無いということでしょう。
[PR]
by stupid-market | 2008-03-07 13:17 | Hedge Fund
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