O'Reilly logo

Handbook of Short Selling by Greg N. Gregoriou

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Chapter 31. Short Selling in an Asset Allocation Framework—The Search for Alpha
Nils S. Tuchschmid, Erik Wallerstein and Sassan Zaker
Introducing short selling in an asset allocation framework can enhance the performance of an investor's portfolio significantly. Short selling allows for separation of investments into beta and alpha exposure, which leads to better control of the asset allocation process. This chapter gives an intuitive example of how alpha–beta separation adds value and how it is implemented ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required