RT Journal Article SR Electronic T1 Is Your Alpha Big Enough To Cover Its Taxes? JF The Journal of Portfolio Management FD Institutional Investor Journals SP 15 OP 25 DO 10.3905/jpm.1993.710867 VO 19 IS 3 A1 Robert H. Jeffrey A1 Robert D. Arnott YR 1993 UL https://pm-research.com/content/19/3/15.abstract AB