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Eigenportfolios of US equities...
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Quant investing in cluster portfolios
Akansu, Ali N.
;
Avellaneda, Marco
;
Xiong, Anqi
- In:
The journal of investment strategies
9
(
2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012598981
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