Managing the volatility of alpha models
Year of publication: |
2011
|
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Authors: | Elavia, Tony H. ; Kim, Migene |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 9.2011, 4, p. 10-25
|
Subject: | Volatilität | Volatility | Theorie | Theory | Portfolio-Management | Portfolio selection |
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