How to combine a billion alphas
Zura Kakuskadze, Willie Yu
| Year of publication: |
January 2017
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|---|---|
| Authors: | Kakushadze, Zura ; Yu, Willie |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 1, p. 64-80
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| Subject: | alpha | optimization | regression | principal component | correlation | Sharpe ratio | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0004-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592763