"Generalizations of Functionally Generated Portfolios with Applications to ..."

Winslow Strong (2014)

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DOI: 10.1137/130907458

access: closed

type: Journal Article

metadata version: 2017-05-17

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Winslow Strong:
Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage. SIAM J. Financial Math. 5(1): 472-492 (2014)

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