Can alpha be captured by risk premia?
Year of publication: |
2014
|
---|---|
Authors: | Bender, Jennifer ; Hammond, P. Brett ; Mok, William |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 2, p. 18-29
|
Subject: | Portfolio-Management | Portfolio selection | USA | United States | CAPM | Risikoprämie | Risk premium |
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