Testing Alphas in Linear Factor Models: A Portfolio Approach

Authors

Guanhao Feng (ORCID: https://orcid.org/0000-0002-5907-6814)
Wei Lan (ORCID: https://orcid.org/0000-0001-5839-7504)
Jun Zhang (ORCID: https://orcid.org/0000-0002-9505-2027)
Dan Pu (ORCID: https://orcid.org/0000-0002-0156-898X)

Institutions

City University of Hong Kong (HK)
Southwestern University of Finance and Economics (CN)

Publication Details

Journal: SSRN Electronic Journal
Published: 2025-01-01
DOI: https://doi.org/10.2139/ssrn.5174583
Citations: 2
Primary Topic: Psychometric Methodologies and Testing
Type: article

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article

Testing Alphas in Linear Factor Models: A Portfolio Approach

Guanhao Feng, Wei Lan, Jun Zhang, Dan Pu

Jan 1, 2025

2 citations

SSRN Electronic Journal

Psychometric Methodologies and Testing

article

Testing Alphas in Linear Factor Models: A Portfolio Approach

Guanhao Feng, Wei Lan, Jun Zhang, Dan Pu

January 1, 2025article en

2 citations

Abstract

No abstract available for this paper.

SSRN Electronic Journal

City University of Hong Kong (HK), Southwestern University of Finance and Economics (CN)

Psychometric Methodologies and Testing

DOI Open Access PDF OpenAlex

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Testing Alphas in Linear Factor Models: A Portfolio Approach — Guanhao Feng, Wei Lan, et al. · SSRN Electronic Journal (2025) | TGRS Research Map | TGRS