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User 6113041

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  • How To Mimic Hedge Funds With ETFs [View article]
    I read the WSJ article and didn't see how Mr. Bernstein translate the regular factor analysis into iShares Russell 3000 Growth Index ETF, Vanguard Russell 3000 ETF, and Cash allocation. Does he use iShares Russell 3000 Growth Index ETF as the Size factor proxy and Vanguard Russell 3000 ETF as value factor proxy? What about the market factor? How to transform the Factor analysis regression coefficient into the ETF/cash allocation in the paper? Any idea?
    Dec 18, 2012. 09:57 PM | Likes Like |Link to Comment
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