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Keywords: Beta
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (3): 389–424.
Published: 30 June 2025
... monthly returns, nearly half have negative alpha estimates when returns are measured at the 10-year horizon. Among sample funds with positive monthly alpha estimates and monthly beta estimates that exceed one, over 70% have negative alpha estimates at the decade horizon. Alphas estimated from short...
