A strategy of allocating funds within a portfolio using derivatives to neutralize the market risk inherent in this portfolio. It...

A measure of excess return which is typically defined as the net risk-adjusted premium derived from an investment position or...

A return measure that differentiates between returns generated through active management and those which simply result from high betas during...

A return measure that differentiates between returns generated through active management and those which simply result from high betas during...

An independent return factor that comes about from sources other than the usual beta returns (which per se result from...

A hedge fund that aims to generate a stable return regardless of market performance. In other words, it is designed...

A risk measure for options which is computed by relating an option's modified theta to its gamma: Modified alpha =...

A method of transporting the active return (alpha) among asset classes by separating and transporting uncorrelated incremental returns from one...

A strategy of allocating funds within a portfolio using derivatives to neutralize the market risk inherent in the portfolio. It...

A risk measure for options which is computed by relating an option's theta to its gamma: Alpha = decay/ gamma...