The Capacity of Factor Index Strategies: Assessment and Control
M Alighanbari, S Doole - The Journal of Index Investing, 2018 - search.proquest.com
Capacity measures how much can be invested in a strategy before declining expected
returns make competing strategies look more attractive. Existing approaches for measuring …
returns make competing strategies look more attractive. Existing approaches for measuring …
Optimizing Alpha through Better Information Workflows
C Jovellanos - The Journal of Investing, February, 2021 - papers.ssrn.com
This study demonstrates how investment managers can identify and resolve suboptimal
operational workflows that diminish an investment strategy's attainable alpha on the order of …
operational workflows that diminish an investment strategy's attainable alpha on the order of …