Explain how to construct a positive-alpha trading strategy if stocks that have had relatively high returns in

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Explain how to construct a positive-alpha trading strategy if stocks that have had relatively high returns in the past tend to have positive alphas and stocks that have had relatively low returns in the past tend to have negative alphas.

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Corporate Finance

ISBN: 9780134999463

5th Edition

Authors: Jonathan Berk, Peter DeMarzo

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Question Posted: Jun 01, 2022 04:37 AM

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Explain how to construct a positive-alpha trading strategy if stocks that have had relatively high returns in

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To construct a positivealpha trading strategy you would need to identify st...View the full answer

Corporate Finance

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