Kopp, A., & Mogras, A. (2026). Quiet alpha: Extracting outperformance from Swiss equities with minimum variance. Journal of Risk Management in Financial Institutions, 19(2), 139.
Chicago Style (17th ed.) CitationKopp, Antoine, and Arnaud Mogras. "Quiet Alpha: Extracting Outperformance from Swiss Equities with Minimum Variance." Journal of Risk Management in Financial Institutions 19, no. 2 (2026): 139.
MLA (9th ed.) CitationKopp, Antoine, and Arnaud Mogras. "Quiet Alpha: Extracting Outperformance from Swiss Equities with Minimum Variance." Journal of Risk Management in Financial Institutions, vol. 19, no. 2, 2026, p. 139.
Warning: These citations may not always be 100% accurate.
