Decoding Stock Market with Quant Alphas-Reference-Cited by-同舟云学术

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Decoding Stock Market with Quant Alphas

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kakushadze Zura,Yu Willie

Publisher

Elsevier BV

Reference15 articles.

1. Factor Models for Alpha Streams;Z Kakushadze;The Journal of Investment Strategies,2014

2. Custom v. Standardized Risk Models;Z Kakushadze;Risks,2015

3. Heterotic Risk Models;Z Kakushadze;Wilmott Magazine,2015

4. Shrinkage = Factor Model;Z Kakushadze;Journal of Asset Management,2016

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. Dead alphas as risk factors;Journal of Asset Management;2017-09-18

2. Dead Alphas as Risk Factors;SSRN Electronic Journal;2017

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