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Equal risk allocation with carry, value and momentum
Gnedenko, Boris; Yelnik, Igor - In: The journal of investment strategies 6 (2016) 1, pp. 25-45
Persistent link: https://www.econbiz.de/10011668117
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Speed and dimensions of trading
Gnedenko, Boris; Yelnik, Igor - In: The journal of investment strategies 7 (2017) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10011880107