Alpha is Volatility Times IC Times Score

The Journal of Portfolio Management 1994 / 01 Vol. 20; Iss. 4

Alpha is Volatility Times IC Times Score

Grinold, Richard C
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Volume:
20
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.1994.409482
Date:
January, 1994
File:
PDF, 2.10 MB
english, 1994
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