An Alternative Way to Manage Equity Portfolios
Research on investment strategies to counterbalance the current negative conditions for traditional beta investing.
Davide Accomazzo, MBA
Articles
Active Alpha Portfolio Management: Appendix A
An appendix to “An Alternative Way to Manage an Equity Portfolio,” listing Exchange Traded Funds.
Active Alpha Portfolio Management: Appendix B
An appendix to article “An Alternative Way to Manage an Equity Portfolio” that offers a Table of Results.
Is Managed Futures an Asset Class?
A study of various commodity asset pricing models, which show inherent shortcomings when analyzing the commodity futures markets.