Portfolio symmetry and momentum
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Publication:635190
DOI10.1016/j.ejor.2011.05.012zbMath1219.91124OpenAlexW2072832016MaRDI QIDQ635190
Monica Billio, Ludovic Calès, Dominique Guégan
Publication date: 19 August 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://www.unive.it/pag/fileadmin/user_upload/dipartimenti/economia/doc/Pubblicazioni_scientifiche/working_papers/2009/WP_DSE_billio_cales_guegan_05_09.pdf
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Enhancement of equity portfolio performance using data envelopment analysis ⋮ Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence ⋮ Extending the Fama and French model with a long term memory factor
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- Quantum probability and spectral analysis of graphs. With a foreword by Professor Luigi Accardi.
- Continuous-time quantum walks on semi-regular spidernet graphs via quantum probability theory
- On \(k\)-walk-regular graphs
- Locally pseudo-distance-regular graphs
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