The ultimate goal of this study is to assess the role of intensive stock market listing of sports clubs as a source of funding. Precisely, it focuses on the effect of changing of the legal form of the clubs to a company. The sample covers the period of the sporting season form 2004-2005 to...

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to...