"Portfolio symmetry and momentum."

Monica Billio, Ludovic Calès, Dominique Guégan (2011)

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DOI: 10.1016/J.EJOR.2011.05.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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Monica Billio, Ludovic Calès, Dominique Guégan:
Portfolio symmetry and momentum. Eur. J. Oper. Res. 214(3): 759-767 (2011)

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