In contrast, a beta strategy seeks to outperform the index by investing in rules-based factors believed to drive returns. Pure alpha investing seeks to generate returns solely based on alpha ...

By contrast, the active approach entrusts investment to a professional portfolio manager. The idea is that a professional manager who chooses assets and markets in which to invest can outperform the ...

it can also be negative if an investment lags its benchmark. Alpha and beta are two Greek letters that get used a lot in ...

The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...

Multi-factor-based smart beta investments, like the Nifty Alpha Low Volatility 30 ETF, can be a ‘smart’ addition to an investor’s portfolio in the current market environment. Indian equity ...