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Diversity and relative arbitrage in equity markets

✍ Scribed by Robert Fernholz; Ioannis Karatzas; Constantinos Kardaras

Publisher: Springer-Verlag
Year: 2005
Tongue: English
Weight: 288 KB
Volume: 9
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-004-0129-4

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