It took me probably twenty minutes, but I found it: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1331080 You can also just go to ssrn and search for portable alpha there’s a few.
It took me probably twenty minutes, but I found it: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1331080 You can also just go to ssrn and search for portable alpha there’s a few.