How Equity Long/Short Hedge Funds Really Generate Alpha

As Andrew Beer explains in his most recent article in Hedge Fund Intelligence, the largest source of alpha probably isn’t what you think.

The typical investor assumes that equity long/short funds generate alpha – or value added – in three ways: stock selection, shorting, and market timing.  This is only partially true.

Surprisingly, the largest source of alpha is factor tilts.

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November 28, 2016