Tag Archives: AQR
Active Share: Not Necessary, and Definitely Not Sufficient
The concept of active share was introduced several years ago as a measure of the degree to which a portfolio of stocks differs from its benchmark. One of the intriguing results of the initial research on active share was that high active share managers seemed more likely to outperform than low active share managers. This led, predictably…
- Categories Equities, S&P 500 & DJIA, Strategy
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