Work

Can Alpha Be Captured by Risk Premia?

Year: 2013

Type: article

Source: The Journal of Portfolio Management

DOI: 10.2139/ssrn.2543987

Authors: Jennifer Bender, Paul Brett Hammond, William Mok

Institution: State Street (United States)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3126064541

FWCI: 1.129

Cites: 12

Cited by: 20

Related to: 10