Seeking alpha? It's a bad guideline for portfolio optimization

Moshe Levy, Richard Roll

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	107-112
Number of pages	6
Journal	Journal of Portfolio Management
Volume	42
Issue number	5
DOIs	https://doi.org/10.3905/jpm.2016.42.5.107
State	Published - 2016

All Science Journal Classification (ASJC) codes

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title = "Seeking alpha? It's a bad guideline for portfolio optimization",

author = "Moshe Levy and Richard Roll",

year = "2016",

doi = "10.3905/jpm.2016.42.5.107",

language = "الإنجليزيّة",

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journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

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AU - Roll, Richard

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