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Fundamental driver of fund style drift
Galloppo, Giuseppe, (2017)
Examining CAPM in Today's Markets
Knox, Dave, (2011)
The CAPM and the High Frequency Trading: Will the CAPM hold good under the impact of high-frequency trading?
Ki, YoungHa, (2011)
Portable alpha theory and practice : what investors really need to know
Callin, Sabrina, (2008)
Overview of book and key concepts
Portable alpha definitions and trends