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Understanding 'Alpha Decay': Past Returns And Future Predictability

Published: February 2, 2024

What is 'alpha decay' in finance, and are past returns indicative of future returns after all? Answer by Julien Penasse, Assoc Prof of Finance at University of Luxembourg

Source: forbes.com

Related Topics:

United StatesJulien PenasseDavid McleanRolf BanzProfessor Of Finance At University LuxembourgAssociate ProfessorJeffrey PontiffUnderstanding AlphaManagement ScienceAlpha DecayPast ReturnsFuture ReturnsStock MarketInvestment Strategy