Factor Models for Alpha Streams
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Cited by:
- Zura Kakushadze & Willie Yu, 2017. "How to combine a billion alphas," Journal of Asset Management, Palgrave Macmillan, vol. 18(1), pages 64-80, January.
- Zura Kakushadze, 2015. "A Spectral Model of Turnover Reduction," Econometrics, MDPI, vol. 3(3), pages 1-13, July.
- Zura Kakushadze, 2015. "Combining Alphas via Bounded Regression," Risks, MDPI, vol. 3(4), pages 1-17, November.
- Zura Kakushadze & Willie Yu, 2017. "Decoding Stock Market with Quant Alphas," Papers 1708.02984, arXiv.org.
- Zura Kakushadze & Willie Yu, 2018. "Decoding stock market with quant alphas," Journal of Asset Management, Palgrave Macmillan, vol. 19(1), pages 38-48, January.
- Zura Kakushadze & Willie Yu, 2016. "How to Combine a Billion Alphas," Papers 1603.05937, arXiv.org, revised Jun 2016.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2014-06-22 (Econometrics)
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