Serving the Quantitative Finance Community

 
User avatar
abhishek542000
Topic Author
Posts: 0
Joined: October 29th, 2007, 11:29 am

portable alpha vs 130 /30 strategy

November 1st, 2007, 3:42 pm

Can somebody please explain the major differences between the strategies mentioned above? Also, if you have any good links on the topic would be really great
 
User avatar
msperlin
Posts: 5
Joined: July 10th, 2006, 6:21 pm

portable alpha vs 130 /30 strategy

November 1st, 2007, 4:03 pm

QuoteOriginally posted by: abhishek542000Can somebody please explain the major differences between the strategies mentioned above? Also, if you have any good links on the topic would be really greatI just came across this from SSRN.It should explain it...