Scholar4AI Updated 2026-10-31 07:48 UTC+09:00

Jensen's alpha

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area: Asset pricing and risk · 0 papers in the last 7 days

← Most-used equations and models · All asset pricing and risk equations

αp=Rp−[Rf+βp(Rm−Rf)]

A portfolio's return beyond what the CAPM predicts for its beta.

LaTeX: \alpha_p = R_p - \big[R_f + \beta_p\,(R_m - R_f)\big]

Names searched for: Jensen's alpha, Jensen alpha

Key findings#

  • No paper of the tracked journals mentioned Jensen's alpha in the last 30 days (2026-10-02 to 2026-10-31).
  • From Oct 2023 to Sep 2026, 8 archived papers mentioned Jensen's alpha in their title, abstract or keywords (the search of earlier months' full texts is still under way), most of them in Jun 2025 (2).

Mentions over 36 months#

Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords; the full texts of earlier months are still being searched)
TrendOct 23–Sep 24Oct 24–Sep 25Oct 25–Sep 2636 months
1528
Papers mentioning Jensen's alpha, newest first.
DateTitleJournalAuthorsAffiliations
Cite this page

Scholar4AI. (2026). Jensen's alpha. Journal Research Rankings. Retrieved October 31, 2026, from https://scholar4ai.com/equations/jensen-s-alpha

@misc{scholar4ai-equations-jensen-s-alpha,
  author = {{Scholar4AI}},
  title = {Jensen's alpha},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/jensen-s-alpha}},
  urldate = {2026-10-31},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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