Decoding Stock Market with Quant Alphas
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References listed on IDEAS
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Zura Kakushadze & Willie Yu, 2016. "Statistical Risk Models," Papers 1602.08070, arXiv.org, revised Jan 2017.
- Zura Kakushadze, 2014. "Factor Models for Alpha Streams," Papers 1406.3396, arXiv.org, revised Oct 2014.
- Zura Kakushadze, 2015. "Heterotic Risk Models," Papers 1508.04883, arXiv.org, revised Jan 2016.
- Zura Kakushadze & Willie Yu, 2016. "Multifactor Risk Models and Heterotic CAPM," Papers 1602.04902, arXiv.org, revised Mar 2016.
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Cited by:
- Zura Kakushadze & Willie Yu, 2017. "Dead Alphas as Risk Factors," Papers 1709.06641, arXiv.org.
- Zura Kakushadze & Willie Yu, 2018. "Dead alphas as risk factors," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 110-115, March.
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