Alpha is Volatility Times IC Times Score

Richard C. Grinold

doi:10.3905/jpm.1994.409482

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Alpha is Volatility Times IC Times Score

Richard C. Grinold

The Journal of Portfolio Management Summer 1994, 20 (4) 9-16; DOI: https://doi.org/10.3905/jpm.1994.409482

Richard C. Grinold

A managing director of the advanced strategies and research group at Wells Fargo Nikko Investment Advisors in San Francisco (CA 94105).

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The Journal of Portfolio Management

Vol. 20, Issue 4

Summer 1994

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Alpha is Volatility Times IC Times Score

Richard C. Grinold

The Journal of Portfolio Management Jul 1994, 20 (4) 9-16; DOI: 10.3905/jpm.1994.409482

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Alpha is Volatility Times IC Times Score

Richard C. Grinold

The Journal of Portfolio Management Jul 1994, 20 (4) 9-16; DOI: 10.3905/jpm.1994.409482

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