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Piyush Gupta

AllianceBernstein

1345 Avenue of the Americas

New York, NY 10105

United States

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Scholarly Papers (1)

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Timing is not Everything—Assessing Manager Skill in Factor Timing

Journal Of Investment Management (JOIM), Volume 18, No. 1, 2020
Posted: 04 Jun 2020
Andrew Chin and Piyush Gupta
AllianceBernstein and AllianceBernstein

Abstract:

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Factor timing; manager performance; skill; prime alpha