Equity market neutral strategies take offsetting long and short positions in similarly mispriced
securities. They are considered to be close relatives of long/short strategies, the key …

A sensible method to determine the value of a properly managed portfolio of operating
options yielding a stream of future cash flows is to price these assets as a portfolio of financial …

In addition to attractive returns, many hedge funds claim to provide significant diversification
for traditional portfolios. This paper empirically examines the return and diversification …

… However, Giovanni Beliossi, a quant at the London-based fund management company
First … Beliossi argues that real-options arbitrage is a possibility: “There’sa lot of investment …

This chapter contains sections titled: Introduction What is Portable Alpha? The Appeal of
Portable Alpha Notes About the Authors

… Giovanni Beliossi, summarizing the conclusions of the meeting, noted that participants agreed
… Beliossi noted that a show of hands revealed that the majority of people at the meeting …

Regulatory and media concern has focused heavily on the potentially manipulative distortion
of market prices associated with naked short selling. However, naked shorting can also …

Finance students and practitioners may ask: can machines learn everything? Could AI help
me? Computing students or practitioners may ask: which of my skills could contribute to …