A Multi-Factor Strategy for Index Alpha Enhancement
Roy Henriksson, Joshua Livnat, Patrick Pfeifer and Margaret Stumpp
The Journal of Beta Investment Strategies Spring 2019, 9 (4) 67-79; DOI: https://doi.org/10.3905/jii.2019.9.4.067
Roy Henriksson
is the chief investment officer at Quantitative Management Associates LLC (QMA) in Newark, NJ
Joshua Livnat
is professor emeritus of accounting in the Stern School of Business Administration at New York University in New York, NY, and managing director and head of research at QMA in Newark, NJ
Patrick Pfeifer
is a principal and senior quantitative analyst at QMA in Newark, NJ
Margaret Stumpp
is a senior advisor at QMA in Newark, NJ
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In this issue
The Journal of Beta Investment Strategies
Vol. 9, Issue 4
Spring 2019
A Multi-Factor Strategy for Index Alpha Enhancement
Roy Henriksson, Joshua Livnat, Patrick Pfeifer, Margaret Stumpp
The Journal of Beta Investment Strategies Mar 2019, 9 (4) 67-79; DOI: 10.3905/jii.2019.9.4.067