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    • 130/30 Funds the Evolution of Active Equity Investing 

      Weigand, Robert A.; Weber, Florian; Krusen, Charles (Washburn University. School of Business, 2008-03-1)
      We analyze the confluence of factors contributing to the momentum in the 130/30 space, including the product's strong theoretical underpinnings and appropriateness for investors' objectives in the 21st century. We discuss ...
    • Hedge Fund Returns, Risk and Fees and Systematic Equity Factors 

      Walker, Rosemary; Weigand, Robert A. (Washburn University. School of Business, 2010-09-1)
      We investigate the extent to which hedge funds earn alpha - the component of returns that can be attributed to manager skill - in excess of a set of systematic equity factors. We find that a 4-factor performance attribution ...