Alpha is Volatility Times IC Times Score
| Year of publication: |
1994
|
|---|---|
| Authors: | Grinold, Richard C. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 20.1994, 4, p. 9-16
|