RT Journal Article SR Electronic T1 Comment on “Evolution of an Essential Asset Class—Absolute Return Strategies” JF The Journal of Investing FD Institutional Investor Journals SP 70 OP 72 DO 10.3905/joi.2003.319556 VO 12 IS 3 A1 Steve Murray YR 2003 UL https://pm-research.com/content/12/3/70.abstract 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.