【作者(必填)】Madhavan A , Sobczyk A , Ang A
【文题(必填)】Alpha vs Alpha: Selection, Timing, and Factor Exposures from Different Factor Models[J]
【年份(必填)】The Journal of Portfolio Management, 2020, 46(5):jpm.2020.1.142.
【全文链接或数据库名称(选填)】
https://www.researchgate.net/pub ... erent_Factor_Models