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"Dynamic Alpha: A Spectral Decomposition of Investment Performance Across ..."

Shomesh E. Chaudhuri, Andrew W. Lo (2019)

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DOI: 10.1287/MNSC.2018.3102

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - https://dblp.org/rec/journals/mansci/ChaudhuriL19
Shomesh E. Chaudhuri, Andrew W. Lo:
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. Manag. Sci. 65(9): 4440-4450 (2019)

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