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~isPartOf:"Revista Brasileira de Finanças : RBFin"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Robust optimization of time series momentum portfolios
Fague, Jeremy
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10012616154
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