Matthias Lennkh

Clear Alpha Limited

Orega Hammersmith

3 Shortlands

London, W6 8DA

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

615

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Here in the Real World: The Performance of Alternative Beta

Journal of Systematic Investing (Vol.1, Issue 1)
Number of pages: 63 Posted: 12 Mar 2019 Last Revised: 26 Apr 2021
Antti Suhonen and Matthias Lennkh
Aalto University School of Business and Clear Alpha Limited
Downloads 615 (82,206)
Citation 1

Abstract:

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Alternative Beta, Risk Premia, Factor Investing, Trading Strategies, Investment Strategies

2.

Quantifying Backtest Overfitting in Alternative Beta Strategies

Journal of Portfolio Management Vol. 43, Nr. 2 (Winter 2017)
Posted: 02 Apr 2016 Last Revised: 07 Apr 2017
Antti Suhonen, Matthias Lennkh and Fabrice Perez
Aalto University School of Business, Clear Alpha Limited and Clear Alpha Limited

Abstract:

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Alternative beta, Smart beta, Risk premia, Risk factor, Factor investing, Trading strategies, Index strategies, Investment strategies, Quantitative investment strategies, QIS, Sharpe ratio, Backtest, Overfitting, Data mining, Multiple test