Jacob Sagi on the Creation of Nasdaq Alpha Indexes

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Uploaded by on Apr 1, 2011

Professor Sagi is an expert on financial economics and decision theory. In October 2010, he and Owen Professor Robert Whaley unveiled Alpha Indexes, a series of indexes developed for Nasdaq that measures the relative performance of two major assets such as Apple stock compared to the S&P 500. In February, the Securities and Exchange Commission approved the trading of options on the new Alpha Indexes.

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