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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~person:"Fabozzi, Frank J."
~person:"Kanbur, Ravi"
~subject:"Arbitrage pricing"
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A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
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