The Triumph of Mediocrity: A Case Study of Naïve Beta

Edward Qian; Nicholas Alonso; Mark Barnes

doi:10.3905/jpm.2015.41.4.019

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

Edward Qian

is chief investment officer in the multi asset division of PanAgora Asset Management in Boston, MA.

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For correspondence: eqian@panagora.com

Nicholas Alonso

is portfolio manager in the multi asset division of PanAgora Asset Management in Boston, MA.

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For correspondence: nalonso@panagora.com

Mark Barnes

is director in the multi asset division of PanAgora Asset Management in Boston, MA.

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For correspondence: mbarnes@panagora.com

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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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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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