%0 Journal Article %A Steve Murray %T Comment on “Evolution of an Essential Asset Class—Absolute Return Strategies” %D 2003 %R 10.3905/joi.2003.319556 %J The Journal of Investing %P 70-72 %V 12 %N 3 %X After reading “Evolution of an Essential Asset Class” by David Beeman, Kenneth Yip, Joshua Weinreich, Craig Russell, and Dean Barr in the Winter 2000 Journal of Investing, the author, who agrees with the premise, finds the quantitative support weak. His comment explains his view that we should not accept the article as justification of an allocation to absolute return strategies. %U https://joi.pm-research.com/content/iijinvest/12/3/70.full.pdf