Jyh-Huei Lee

Do Risk Factors Eat Alphas?

Jyh-Huei Lee, Dan Stefek, 2008 .

Manipulating Correlations Through Latent Drivers

Jyh-Huei Lee, Dan Stefek, Jennifer Bender, 2010 .

Refining Portfolio Construction by Penalizing Residual Alpha - Empirical Examples

Jyh-Huei Lee, Dan Stefek, Jennifer Bender, 2009 .

Refining Portfolio Construction When Alphas and Risk Factors are Misaligned

Jyh-Huei Lee, Dan Stefek, Jennifer Bender, 2009 .

Decomposing the Impact of Portfolio Constraints, August 2009

Jyh-Huei Lee, Dan Stefek, Jennifer Bender, 2009 .