PT - JOURNAL ARTICLE AU - Steve Murray TI - Comment on “Evolution of an Essential Asset Class—Absolute Return Strategies” AID - 10.3905/joi.2003.319556 DP - 2003 Aug 31 TA - The Journal of Investing PG - 70--72 VI - 12 IP - 3 4099 - https://pm-research.com/content/12/3/70.short 4100 - https://pm-research.com/content/12/3/70.full AB - After reading “Evolution of an Essential Asset Class” by David Beeman, Kenneth Yip, Joshua Weinreich, Craig Russell, and Dean Barr in the Winter 2000 Journal of Investing, the author, who agrees with the premise, finds the quantitative support weak. His comment explains his view that we should not accept the article as justification of an allocation to absolute return strategies.