Normal Return Gaps: Dispersion Illuminates Diversification

WW Jennings, TC O'Malley… - The Journal of Wealth …, 2020 - pm-research.com
Despite ever more sophisticated risk management and measurement, investment
professionals have generally overlooked a simple but powerful measure of relative …

[PDF][PDF] Iberian Alpha Media and Entertainment Industry Analysis

E Rizzo - 2021 - run.unl.pt
The purpose of this paper is creating an industry analysis of the Media and Entertainment
(M&E) industry in the Iberian Market, comparing its trends and opportunities to the European …

[PDF][PDF] Iberian Alpha–BPI GA Nova SBE Consulting Project

E Rizzo - 2021 - run.unl.pt
In this paper, we investigate the presence of alpha and the impact of style factors in BPI
Gestão de Ativos Iberian funds' returns by applying five different factor models. The …