The Triumph of Mediocrity: A Case Study of Naïve Beta

Edward Qian, Nicholas Alonso and Mark Barnes
The Journal of Portfolio Management Summer 2015, 41 (4) 19-34; DOI: https://doi.org/10.3905/jpm.2015.41.4.019

Article Information

vol. 41 no. 4 19-34
DOI 
https://doi.org/10.3905/jpm.2015.41.4.019
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 31, 2015.
Copyright & Usage 
© 2015 Pageant Media Ltd

Author Information

  1. Edward Qian
    1. is chief investment officer in the multi asset division of PanAgora Asset Management in Boston, MA. (eqian{at}panagora.com)
  2. Nicholas Alonso
    1. is portfolio manager in the multi asset division of PanAgora Asset Management in Boston, MA. (nalonso{at}panagora.com)
  3. Mark Barnes
    1. is director in the multi asset division of PanAgora Asset Management in Boston, MA. (mbarnes{at}panagora.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Triumph of Mediocrity: A Case Study of Naïve Beta
Edward Qian, Nicholas Alonso, Mark Barnes
The Journal of Portfolio Management Jul 2015, 41 (4) 19-34; DOI: 10.3905/jpm.2015.41.4.019
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