Browsing by Author "Flint, Emlyn James"

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    New perspectives in the modelling of alpha
    (2012) Flint, Emlyn James; Polakow, Daniel
    This dissertation presents an eclectic mix around a central theme of alpha, or value-add. It comprises four essays that are concerned with various theoretical and empirical aspects of alpha. The primary objective is to provide new perspectives in the major areas of modelling alpha; namely, performance measurement, opportunity forecasting and tradability.