Index + Factors + Alpha-Reference-Cited by-同舟云学术

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Index + Factors + Alpha

Published:2021-09-10 Issue:4 Volume:77 Page:45-64
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Ang Andrew¹^ORCID,Chen Linxi²^ORCID,Gates Michael³,Henderson Paul D.⁴^ORCID

Affiliation:

1. Andrew Ang is managing director at BlackRock, New York City.

2. Linxi Chen is vice president at BlackRock, New York City.

3. Michael Gates is managing director at BlackRock, San Francisco.

4. Paul D. Henderson is director at BlackRock, New York City.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/0015198X.2021.1960782

Reference63 articles.

1. Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step

2. Asset Management

3. Why stocks may disappoint

4. The Cross-Section of Volatility and Expected Returns

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Active Management Fees and Information Ratio Churn;2024

2. Factor Replication with Industry Stratification;Financial Analysts Journal;2023-06-16

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