(b) What are three methods to convert an aggregate Z-score of a stock into an expected return...

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(b) What are three methods to convert an aggregate Z-score of a stock into an expected return or α for use in portfolio construction?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:03 AM

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(b) What are three methods to convert an aggregate Z-score of a stock into an expected return or for use in portfolio construction?
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(b) What are three methods to convert an aggregate Z-score of a stock into an expected return...

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Quantitative Equity Portfolio Management

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