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Before the discovery of change blindness, visual illusions were the psychologists favorite trick. Here again we have simple demonstrations that what we see is not always what is really there. Most of these illusions have been know to psychologists for more than 100 years, and to artists and architects for much longer. Here is a simple example: the Hering illusion. The horizontal lines clearly appear bent. But if you hold a ruler against them you will nd that they are absolutely straight. There are many other illusions like this in which straight lines appear to be bent or objects of the same size appear to have different sizes. Somehow the background on which the lines or objects appear prevents you from seeing them as they really are. These distorted perceptions are not just found on the pages of psychology textbooks. They are also found in objects in the real world. The most famous example is the Parthenon in Athens. The beauty of this building lies in the ideal proportions and symmetries of the lines from which it is constructed. But in reality these lines are neither straight nor parallel. The architects have built in curves and distortions precisely calculated to make the building look straight and symmetrical.6

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5 To create the filling, mash the yolks with a fork or potato masher, then add the salt,

Figure 3.2 Number-average molecular weight vs. extent of reaction for a simple step polymerization reaction.

In the above example, the equity market exposure achieved via derivatives can be likened to a passive position in an equity index Institutional investors often seek passive exposures The popularity of passive investing re ects in part the emergence in the 1980s of theories such as the Ef cient Market Hypothesis and random asset pricing, which implied that active investing, including attempts to identify and exploit security undervaluation (and overvaluation), were futile Perhaps even more important to the growth of passive investing was the accumulating data showing that active management generally failed to add value vis -vis underlying asset benchmarks, especially after management fees and trading costs were taken into account4 Passive portfolios, by contrast, demonstrated an ability to deliver on a consistent basis performance comparable to representative asset classes or subsets of asset classes But passive investing is insightless; it does not pursue alpha.

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Furthermore, trading costs and management fees, although modest, subtract from passive performance Combining a market neutral portfolio, with an expected positive active return, and a passive exposure that re ects the risk and return of a desired benchmark has the potential to boost overall portfolio return without a substantial increase in risk Given the size of most institutional portfolios, even a 1 or 2 percentage point return from security selection in the market neutral portfolio can translate into large dollar gains, especially over time Furthermore, the investor can choose to take a more aggressive stance toward benchmark positions For example, the investor can choose to reduce (increase) derivatives positions if the underlying market is expected to decline (rise) This would incorporate an element of market timing (and additional risk) into the market-neutral-plus-derivatives construct.

De nition 1.8. We say that a real-valued stochastic process {X(t) : t T }, T a topological space, is separable if there exists a xed countable subset D of T such that with probability 1, sup X(t) = supX(t) and

In Jacobs, Levy, and Starer, we explain how to optimize the utility of a portfolio that combines a position in a desired benchmark with long and short positions in benchmark securities5 As with the market neutral equity portfolio, the answer lies in integration: portfolio construction considers explicitly the risks and returns of the individual securities and the benchmark holding, as well as their correlations..

2.28 2.20 2.18 2.17 2.11 2.06 1.96 1.72 1.71 1.71 1.53 1.51 1.49 1.30 1.26 1.26 1.17 1.14 1.04 1.02 0.95 0.72 0.69 0.59 0.51

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