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Buffett’s Alpha

Published:2018-09 Issue:4 Volume:74 Page:35-55
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Frazzini Andrea¹,Kabiller David²,Pedersen Lasse Heje³

Affiliation:

1. Andrea Frazzini is a principal at AQR Capital Management, Greenwich, Connecticut.

2. David Kabiller, CFA, is a founding principal at AQR Capital Management, Greenwich, Connecticut.

3. Lasse Heje Pedersen is a principal at AQR Capital Management and professor at Copenhagen Business School, Frederiksberg, Denmark.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v74.n4.3

Reference14 articles.

1. Asness, C.S. 1994. “Variables That Explain Stock Returns.” PhD dissertation, University of Chicago.

2. Leverage Aversion and Risk Parity

3. Capital Market Equilibrium with Restricted Borrowing

4. On Persistence in Mutual Fund Performance

5. Fundamentals of Efficient Factor Investing (corrected May 2017)

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