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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : JOD"
~language:"ell"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Arbitrage Pricing"
~type_genre:"Article in journal"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
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