LargeGrowth13FFilters_PersistenceOfNominalAndAlphaReturns

Chart of the negative correlation of nominal returns and positive correlation of risk-adjusted returns from security selection (αReturns) over two historical samples for U.S. equity 13F portfolios in the Large-Cap Growth Style Box

Large-Cap Growth 13F Portfolios: Correlation between the rankings of nominal returns and αReturns for two historical samples

Large-Cap Growth 13F Portfolios: Correlation between the rankings of nominal returns and αReturns for two historical samples

Share on linkedin

Share on facebook

Share on google

Share on twitter

Share on tumblr

Leave a Reply Cancel reply