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Multi-Factor Models and Signal Processing Techniques (Application to Quantitative Finance) || Factor Selection

Darolles, Serge, Duvaut, Patrick, Jay, Emmanuelle
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Volume:
10.1002/97
Year:
2013
Language:
english
DOI:
10.1002/9781118577387.ch2
File:
PDF, 430 KB
english, 2013
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