In November 2019, Heidi Raubenheimer, CFA, Managing Editor of the Financial Analysts Journal, interviewed Andrea Frazzini, one of the authors of “Buffett’s Alpha," which won the Graham and Dodd Award for best article in 2018. Warren Buffett’s Berkshire Hathaway has realized a Sharpe ratio of 0.79, and the authors show that Buffett’s returns appear to be neither luck nor magic but rather a reward for leveraging cheap, safe, high-quality stocks.
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