Accelerating Learning in Active Management: The Alpha-Brier Process

Joseph A. Cerniglia; Philip E. Tetlock

doi:10.3905/jpm.2019.45.5.125

Accelerating Learning in Active Management: The Alpha-Brier Process

Joseph A. Cerniglia and Philip E. Tetlock

The Journal of Portfolio Management July 2019, 45 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2019.45.5.125

Joseph A. Cerniglia

is an adjunct professor in the Courant School of Mathematics at New York University in New York, NY, and a visiting scholar at the University of Pennsylvania in Philadelphia, PA

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Philip E. Tetlock

is the Annenberg University Professor with appointments in Wharton, as well as psychology, and political science at the University of Pennsylvania, Philadelphia, PA

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The Journal of Portfolio Management

Vol. 45, Issue 5

July 2019

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Accelerating Learning in Active Management: The Alpha-Brier Process