The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Year of publication: |
2021
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Authors: | Horenstein, Alex R. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 6, p. 3655-3673
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Subject: | betting against alpha | capital asset pricing model | extrapolative beliefs | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
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