Explain how the investor could separate the alpha and the


An investor has a position with a small successful small-cap growth manager. The investor would like to separate the alpha and beta and pick up the beta in the less risky large-cap US stocks. The investor is restricted from investing in long-short managers, but can invest in managers who can be both long and short futures. Explain how the investor could separate the alpha and the beta and gain the desired systematic exposure to large cap US names.

Request for Solution File

Ask an Expert for Answer!!
Financial Management: Explain how the investor could separate the alpha and the
Reference No:- TGS02290996

Expected delivery within 24 Hours