himaginary https://blog.hatena.ne.jp/himaginary/ himaginary’s diary https://himaginary.hatenablog.com/ 経済 というNBER論文が上がっている。原題は「Which Alpha?」で、著者はエモリー大のFrancisco BarillasとJay Shanken。 以下はSSRN版の冒頭部。 Many papers in the empirical literature compare the performance of different models in pricing test assets using metrics like the average absolute “alpha” or test results for the zero-alpha restriction. These … 190 <iframe src="https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20151113%2FWhich_Alpha" title="どのアルファ？ - himaginary’s diary" class="embed-card embed-blogcard" scrolling="no" frameborder="0" style="display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;"></iframe> Hatena Blog https://hatena.blog 2015-11-13 00:00:00 rich https://himaginary.hatenablog.com/entry/20151113/Which_Alpha 1.0 100%