_{t}-\alpha _{t})\,dt+{\sqrt {r_{t}}}\,\sigma _{t}\,dW_{t},} d α t = ( ζ t − α t ) d t + α t σ t d W t , {\displaystyle d\alpha _{t}=(\zeta _{t}-\alpha _{t})\
in the Period 1945-1964,” Journal of Finance 23, 1968, pp. 389-416.. [2013-08-20]. (原始内容存档于2021-05-06). "Alpha", Risk Encyclopedia. [2013-08-20]. (原始内容存档于2013-10-04)