refining-alphas
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P2.T9.21.3. Refining alpha in portfolio construction
Learning objectives: Distinguish among the inputs to the portfolio construction process. Evaluate the motivation for and the methods used for refining alphas in the implementation process. Describe neutralization and the different approaches used for refining alphas to be neutral. Describe the...- Nicole Seaman
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- implementation-process neutralization portfolio-construction refining-alphas transaction-costs
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- Forum: FRM® Practice Questions