This study proposes a principal alpha-style factor integrated risk parity strategy that can
diversify style risk factors and the stock selection risk of external managers in Fund-of-Funds …

It is sometimes argued that existing methodologies for assessing mutual fund's performance
are unfair, as fund's return is taken net of expenses and benchmark return is gross of …

This paper documents comprehensive and updated evidence on the performance of and
correlation between various regression frameworks for estimating” alpha”-the excess return …

Background In an increasingly competitive environment fund managers need to remain
focused on meeting client objectives and being meaningful contributors to overall portfolio …