Alpha is Volatility Times IC Times Score

• 31 July 1994
• journal article
• Published by With Intelligence LLC in The Journal of Portfolio Management
• Vol. 20  (4) , 9-16
• https://doi.org/10.3905/jpm.1994.409482

Abstract

Keywords

• TIMES SCORE
• IC TIMES
• ALPHA IS VOLATILITY
• VOLATILITY TIMES IC