Short-horizon beta or long-horizon alpha?

Avraham Kamara, Robert Korajczyk, Xiaoxia Lou, Ronnie Sadka

Research output: Contribution to journalArticlepeer-review

3 Scopus citations
Original languageEnglish (US)
Pages (from-to)96-105
Number of pages10
JournalJournal of Portfolio Management
Volume45
Issue number1
DOIs
StatePublished - Sep 1 2018

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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