Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective

Arnott Rob; Kalesnik Vitali; Schuesler Trevor

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Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective

机译：您的Alpha是否足以支付其税款？四分之一世纪回顾展

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来源
《The Journal of Portfolio Management》 |2018年第5期|78-102|共25页
作者
Arnott Rob; Kalesnik Vitali; Schuesler Trevor;
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作者单位

Res Affiliates LLC, Newport Beach, CA 92660 USA;

Res Affiliates LLC, Equ Res, Newport Beach, CA USA;

Res Affiliates LLC, Client Strategies, Newport Beach, CA USA;

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正文语种 eng
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Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective

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