Alpha Factor Modeling is a methodological framework in algorithmic trading analytics that identifies and constructs predictive signals—distinct from risk exposure or market beta—by systematically extracting, validating, and combining quantifiable factors that generate excess portfolio returns.
67
Publications
2.6K
Citations
167
Authors
101
Institutions
Publications per year
2017–2026
21
Publications
67
Henry F. Kaiser, John Caffrey · Psychometrika · 1965 · 483 citations
The Alpha Factor Asset Pricing Model: A Parable
Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin · SSRN Electronic Journal · 1998 · 127 citations · Full text
1–5 of 67
Authors
167
- MP
3
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- RM
3
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- MC
3
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- EH
2
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- RA
2
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1–5 of 167
Institutions
101
New York University
New York, United States
4 h-index
6 publications
519 citations
National Bureau of Economic Research
Cambridge, United States
3 h-index
5 publications
477 citations
Columbia University
New York, United States
2 h-index
2 publications
45 citations
Irvine University
Cerritos, United States
2 h-index
5 publications
357 citations
Friedrich-Alexander-Universität Erlangen-Nürnberg
Erlangen, Germany
2 h-index
3 publications
103 citations
Cornell University
Ithaca, United States
2 h-index
2 publications
45 citations
University of Wollongong
Wollongong, Australia
2 h-index
8 publications
200 citations
University of Notre Dame
Notre Dame, United States
2 h-index
2 publications
401 citations
1–8 of 101
Venues
- SSRN Electronic Journal
Repository · 6 publications · 342 citations
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- The Journal of Portfolio Management
JPM · 5 publications · 128 citations
5
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- Financial Analysts Journal
FAJ · 3 publications · 179 citations
3
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- Water Science & Technology
2 publications · 63 citations
2
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- Water Research
2 publications · 35 citations
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