News & Updates

Detecting False Negatives: Data Driven Approach to Manager Due Diligence

November 30, 2017
Heard Capital LLC's Joe Lee and Novus' Brett Turenchalk released a report entitled "Detecting False Negatives: Data Driven Approach to Manager Due Diligence".    When it comes to evaluating investment managers, there is a tendency to settle for “one-size-fits-all” risk/return metrics. Returns, beta, correlation, and volatility don’t reveal the complete narrative, however, and an over dependence on these…

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