PT - JOURNAL ARTICLE AU - Richard C. Grinold TI - Alpha is Volatility Times IC Times Score AID - 10.3905/jpm.1994.409482 DP - 1994 Jul 31 TA - The Journal of Portfolio Management PG - 9--16 VI - 20 IP - 4 4099 - https://pm-research.com/content/20/4/9.short 4100 - https://pm-research.com/content/20/4/9.full