Search alternatives:
significant increases » significant increase (Expand Search), significantly increased (Expand Search), significant decrease (Expand Search)
linear decrease » linear increase (Expand Search)
increases risk » increased risk (Expand Search), increased risks (Expand Search), increasing risk (Expand Search)
inter decrease » water decreases (Expand Search), teer decrease (Expand Search), step decrease (Expand Search)
significant increases » significant increase (Expand Search), significantly increased (Expand Search), significant decrease (Expand Search)
linear decrease » linear increase (Expand Search)
increases risk » increased risk (Expand Search), increased risks (Expand Search), increasing risk (Expand Search)
inter decrease » water decreases (Expand Search), teer decrease (Expand Search), step decrease (Expand Search)
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Risk adjustment for MktRF-based strategies.
Published 2023“…A managed equity market portfolio that takes less (more) risk when the past EPN-related uncertainty is high (low) produces significant equity-risk-adjusted alphas. …”
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