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Multiple alpha sources and portfolio design

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  • Marielle Jong

    (Grenoble Ecole de Management)

  • Dan diBartolomeo

    (Grenoble Ecole de Management)

Abstract

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Suggested Citation

  • Marielle Jong & Dan diBartolomeo, 2021. "Multiple alpha sources and portfolio design," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 389-390, October.
    • Handle: RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00241-1
    DOI: 10.1057/s41260-021-00241-1
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    References listed on IDEAS

    as
    1. Fama, Eugene F & French, Kenneth R, 1992. "The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
    2. Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, vol. 23(2), pages 389-416, May.
    3. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
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    Cited by:

    1. Pankaj Agrrawal, 2023. "The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties," Mathematics, MDPI, vol. 11(9), pages 1-19, May.

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