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Takeover 1 Übernahme 1
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Ganesan, Aravind 1 Sharma, Milind 1
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The QMIT Leveraged Buyout (LBO) Model & Enhancements via Sentiment Based Alternative Data
Sharma, Milind - 2019
This paper introduces the QMIT LBO model and describes its salient characteristics. In addition to a 41% long term hit rate the Top 100 model predictions can be traded quite profitably as an equal weighted long portfolio. A Russell 2000 Value index hedge increases the Sortino ratio to ~2.5 over...
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