@TECHREPORT {SFB649DP2017-001,
  AUTHOR={M\"{u}ller, Marcel and Rosenberger, Tobias and Uhrig-Homburg, Marliese},
  TITLE={{Fake Alpha}},
  YEAR=2017,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2017-001.pdf},
  NUMBER={2017-001}
}