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A multiobjective model for passive portfolio management : an application on the S&P 100 index

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Reconciling negative return skewness with positive time-varying risk premia

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Review on efficiency and anomalies in stock markets

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reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

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