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

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

> Home

Details and statistics

DOI: 10.1287/MNSC.2018.3102

access: closed

type: Journal Article

metadata version: 2020-06-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mansci/ChaudhuriL19
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.