Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
Author(s) -
Jon A. Christopherson,
Wayne E. Ferson,
Debra Glassman
Publication year - 1996
Language(s) - English
Resource type - Reports
DOI - 10.3386/w5830
Subject(s) - persistence (discontinuity) , economics , conditioning , alpha (finance) , econometrics , microeconomics , mathematics , statistics , engineering , economy , geotechnical engineering , cronbach's alpha , service (business)
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom