Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
The Journal of Portfolio Management Fund Manager Selection 2020, 46 (5) 90-103; DOI: https://doi.org/10.3905/jpm.2020.1.142
Ananth Madhavan
is managing director at BlackRock in San Francisco, CA
Aleksander Sobczyk
is director at BlackRock in San Francisco, CA
Andrew Ang
is managing director at BlackRock in New York, NY
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In this issue
The Journal of Portfolio Management
Vol. 46, Issue 5
Fund Manager Selection 2020
Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models
Ananth Madhavan, Aleksander Sobczyk, Andrew Ang
The Journal of Portfolio Management Mar 2020, 46 (5) 90-103; DOI: 10.3905/jpm.2020.1.142