Alphas in disguise : a new approach to uncovering them
Venkata Chinthalapati, Cesario Mateus, Natasa Todorovic
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Chinthalapati, V. L. Raju ; Mateus, Cesario ; Todorovic, Natasa |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 22.2017, 3, p. 234-243
|
| Subject: | Carhart alpha adjustment | non-zero benchmark alphas | optimization algorithm | performance evaluation | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Benchmarking | Algorithmus | Algorithm | Investmentfonds | Investment Fund | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1581 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011960309