Alex Horenstein

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6044-4266

Miami Herbert Business School

Publications

• Common Factors in Equity Option Returns — The Review of Financial Studies 2026
• The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha — Management Science 2021
• Beta Matrix and Common Factors in Stock Returns — Journal of Financial and Quantitative Analysis 2018
• Eigenvalue Ratio Test for the Number of Factors — Econometrica 2013