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- W2078697659 abstract "In this article, the authors formally define a measure of cross-sectional volatility, demonstrate potential uses for a set of indices that track this metric, and establish a strong, positive relationship between cross-sectional volatility and active manager dispersion." @default.
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- W2078697659 date "2011-08-31" @default.
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- W2078697659 title "Measuring Alpha Potential in the Market" @default.
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- W2078697659 doi "https://doi.org/10.3905/jii.2011.2.2.040" @default.
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