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accessRights:"free"
subject:"Portfolio-Management"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Liu, Jun"
~type_genre:"Working Paper"
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Liu, Jun
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
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Liu, Jun
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2016
Persistent link: https://www.econbiz.de/10011777992
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