Alpha Signals, Smart Betas, and Factor Model Alignment
Terry Marsh and Paul Pfleiderer
The Journal of Portfolio Management Special QES Issue 2016, 42 (5) 51-66; DOI: https://doi.org/10.3905/jpm.2016.42.5.051
Terry Marsh
is the Emeritus Professor of Finance at the University of California, Berkeley, and CEO of Quantal International Inc. in San Francisco, CA.
Paul Pfleiderer
is the C.O.G. Miller Distinguished Professor of Finance at Stanford University in Stanford, CA.
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 42, Issue 5
Special QES Issue 2016
Alpha Signals, Smart Betas, and Factor Model Alignment
Terry Marsh, Paul Pfleiderer
The Journal of Portfolio Management Jul 2016, 42 (5) 51-66; DOI: 10.3905/jpm.2016.42.5.051