Buffett's Alpha
收藏NBER2013-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19681
下载链接
链接失效反馈官方服务：
资源简介：
Berkshire Hathaway has realized a Sharpe ratio of 0.76, higher than any other stock or mutual fund with a history of more than 30 years, and Berkshire has a significant alpha to traditional risk factors. However, we find that the alpha becomes insignificant when controlling for exposures to Betting
提供机构：
美国国家经济研究局
创建时间：
2013-11-01
