Do Seasonal Anomalies Still Work?

Do Seasonal Anomalies Still Work?

Dzhabarov, Constantine, Ziemba, William T
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Volume:
36
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2010.36.3.093
Date:
April, 2010
File:
PDF, 1.62 MB
english, 2010
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