Factor Models for Alpha Streams
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zura Kakushadze, 2015. "Combining Alphas via Bounded Regression," Risks, MDPI, Open Access Journal, vol. 3(4), pages 1-17, November.
- repec:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0059-2 is not listed on IDEAS
- Zura Kakushadze & Willie Yu, 2017. "Decoding Stock Market with Quant Alphas," Papers 1708.02984, arXiv.org.
- repec:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9 is not listed on IDEAS
- Zura Kakushadze & Willie Yu, 2016. "How to Combine a Billion Alphas," Papers 1603.05937, arXiv.org, revised Jun 2016.
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