Arbitrage pricing theory-based Gaussian temporal factor analysis for adaptive portfolio management
| Year of publication: |
2004
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|---|---|
| Authors: | Chiu, Kai-Chun ; Xu, Lei |
| Published in: |
Decision support systems : DSS ; the international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0167-9236, ZDB-ID 516545. - Vol. 37.2004, 4, p. 485-500
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