http://allaboutalpha.com/blog/2006/08/15/setting-the-record-straight-on-style-analysis/ A finance blog about hedge funds, portable alpha and alternative investing. Thu, 09 Feb 2012 19:03:08 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2006/08/15/setting-the-record-straight-on-style-analysis/comment-page-1/#comment-6186 allaboutalpha.com: Welcome to AllAboutAlpha.com Wed, 16 May 2007 00:35:44 +0000 http://www.allaboutalpha.com/?p=185#comment-6186 [...] Traditional (CAPM) measures of active management have relied on the extent to which a fund is correlated to its benchmark.  Then in 1992, William Sharpe took this notion a step further by regressing mutual fund returns against not just a fund’s own benchmark, but against several passive indices. [...] [...] Traditional (CAPM) measures of active management have relied on the extent to which a fund is correlated to its benchmark.  Then in 1992, William Sharpe took this notion a step further by regressing mutual fund returns against not just a fund’s own benchmark, but against several passive indices. [...]

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