Alternative risk premium : specification noise
Year of publication: |
2023
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Authors: | Gorman, Stephen A. ; Fabozzi, Frank J. |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 24.2023, 6, p. 459-473
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Subject: | Alternative risk premium | Benchmarks | Performance evaluation | Rule-based trading strategies | Specification noise | Risikoprämie | Risk premium | Benchmarking | Noise Trading | Noise trading | Performance-Messung | Performance measurement | CAPM |
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