Information Horizon, Portfolio Turnover, and Optimal Alpha Models

Optimizing Multiple Factors for the Best IR.

Edward Qian; Eric Sorensen; Ronald Hua

ПВ 2352

Qian, Edward, Sorensen, Eric H., Hua, Ronald Information Horizon, Portfolio Turnover, and Optimal Alpha Models, , 2007, p. 27 - 40.

Qian, Edward, Sorensen, Eric H., Hua, Ronald . Information Horizon, Portfolio Turnover, and Optimal Alpha Models. : , 2007, p. 27 - 40.

Qian, Edward, Sorensen, Eric H., Hua, Ronald (2007) Information Horizon, Portfolio Turnover, and Optimal Alpha Models, : , p. 27 - 40

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