Nonlinear dynamics of U.S. equity factor portfolios

Nonlinear dynamics of U.S. equity factor portfolios

Wey, Matthew A.
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Volume:
28
Language:
english
Journal:
Chaos: An Interdisciplinary Journal of Nonlinear Science
DOI:
10.1063/1.5041955
Date:
November, 2018
File:
PDF, 2.54 MB
english, 2018
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