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This material has not been updated since it was published and may not reflect the current views of the author(s) or sudden market activity. This research report is prepared for general circulation and is circulated for general information only. It does not have regard to the specific investment objectives, financial situation and the particular needs of any specific person who may receive this report. Investors should seek financial advice regarding the appropriateness of investing in any securities or investment strategies discussed or recommended in this report and should understand that statements regarding future prospects may not be realized. Investors should note that income from such securities, if any, may fluctuate and that each security’s price or value may rise or fall. Accordingly, investors may receive back less than originally invested. Past performance is not necessarily a guide to future performance.

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 Analytic Perspectives
Analytic Perspectives: Risk Management in the Aftermath of 2008–2009
Analytic Perspectives: Finding Alpha - Managing Beta: Challenges for Today's Investors
Analytic Perspectives: "Building a Better Pension Plan: Funding Crisis Calls for New Allocation Strategy (Synopsis)"
Analytic Perspectives: "Short-Extension Strategies: Long-Term Advantages Transcend Short-Term Challenges"
Analytic Perspectives: "Measuring the Market's Fear Factor: How Well Does VIX Forecast Volatility?"
Analytic Perspectives: "Weighing Your Options: A Balanced Look at Call Option Strategies"
Analytic Perspectives: "Short Extension Portfolios in a Current Market Environment Context"
Analytic Perspectives: "Increased Volatility Raises Profile of Low Volatility Equity Strategies"
Analytic Perspectives: "Tactical Asset Allocation: The Evolution of a Revolutionary Strategy"
Analytic Perspectives: "The Birth of Short Extension"
Analytic Perspectives: "Beyond Absolute Return: Exploring New Applications for Market Neutral Strategies"
Analytic Perspectives: "Taming the Hydra: The Challenges of Evaluating 130-30 Performance"
Analytic Perspectives: "Low Volatility Equity Portfolios: A Free Lunch?"
Analytic Perspectives: "A Global Factor Approach to Asset Allocation" and profile of Value Equity
Risk Management Perspectives: Analytic Investors asks the question, What's In Your Factor?
Risk Management Perspectives: Reasonable Expectations for the Long-Run U.S. Equity Risk Premium
Risk Management Perspectives: Luck vs. Skill - Evaluating an Investment Manager's Track Record
Risk Management Perspectives: How to Incorporate Hedge Fund and Active Portfolio Management into an Asset Allocation Framework
Risk Management Perspectives: The Three Critical Ingredients to Adding Value: Forecasting Skill, Opportunity, and Flexibility
 
 Research Articles and Presentations
Analytic NFL Alphas 2009-2010
Building a Better Pension Plan: Funding Crisis Calls for New Allocation Strategy
Old Mutual Industry Roundtable: The Current and Future Role of 130-30 Equity Strategies in Pension Portfolios
Minimum Variance Portfolios in the U.S. Equity Market
Long/Short Extensions: How Much is Enough? (Synopsis)
Long/Short Extensions: How Much Is Enough?
Making a Long Story Short: The Evolution from Long Only to Short Extension Strategies
The Rise of 130-30 Strategies
The Fundamental Law of Active Portfolio Management
Risk Allocation and Portfolio Constraints
Performance Attribution and the Fundamental Law
A Factor Approach to Asset Allocation
Toward More Information-Efficient Portfolios: Relaxing the long-only constraint
Portfolio Constraints: Measuring the Impact on Expected Value Added
Market Neutral - It's All About Alpha (Not Beta)!





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