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Maximize Portfolio Performance
forward look enables investment managers to maximize the performance of their strategies by systematically reducing portfolio implementation shortfalls
Our most recent research publication (in the Feb 2021 edition of the Journal of Investing) extends our suite of operational observations and insights on the impact of operational workflows on excess returns. The initial paper was published in the Fall 2011 edition of the Journal of Investing.
Sample what industry participants say about the importance of addressing implementation shortfalls in order to preserve alpha inherent in an investment strategy . . .
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