Alpha Portfolio
topic on 1 show · 2 statements across 2 episodes
2 statements about Alpha Portfolio, every show
Ellis: Alpha portfolios require asset selection before portfolio construction
“If you're running a long only bonds plus equities portfolio, portfolio construction has to come first. And the selection of the assets is a definite second in an alpha portfolio. It's the other way around.”
Thome: WARF ran a $6B notional portfolio via 2x leverage
“The rough numbers were shy of three billion dollars in total. And we had some other assets that had come in from the private foundation that we oversaw their assets. And we had about six billion of notional exposure. If you included the derivatives and the lev…”