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measuring-alphas

  1. Nicole Seaman

    P2.T9.21.2. Ang's volatility and risk anomalies

    Learning objectives: Describe issues that arise when measuring alphas for nonlinear strategies. Compare the volatility anomaly and the beta anomaly and analyze evidence of each anomaly. Describe potential explanations for the risk anomaly. Questions: 21.2.1. Robert runs a portfolio with a...
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