Dead alphas as risk factors
Year of publication: |
March 2018
|
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Authors: | Kakushadze, Zura ; Yu, Willie |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 2, p. 110-115
|
Subject: | Equities | Alphas | Expected return | Portfolio risk | Source code | Position data | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Schätzung | Estimation | Risikomanagement | Risk management |
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