In this webcast, Andrew W. Lo discusses te post-crisis landscape, the crisis has taught us about alpha and beta, and more. This webcast comprises a 50-minute presentation and a 8-minute question-and-answer session.
Andrew W. Lo discusses the post-crisis landscape with respect to alternative investments, policy portfolios, indexation, and the business of asset management. He also explores what the crisis has taught us about alpha and beta and if they behaved the way we thought they would. How can we be sure that new strategies for pursuing alpha won't just leave us with leveraged beta? Is alpha gone for good?
Please note that text may be difficult to read in this recording. The presentation slides are available for download in the video player.