The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha
Published Online:6 Oct 2020https://doi.org/10.1287/mnsc.2020.3635
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Volume 67, Issue 6
June 2021
Pages 3321-3984, iii-iv
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- Received:August 15, 2019
- Accepted:March 07, 2020
- Published Online:October 06, 2020
Copyright © 2020, INFORMS
Cite as
Alex R. Horenstein (2020) The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha. Management Science 67(6):3655-3673.
https://doi.org/10.1287/mnsc.2020.3635
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