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Equity portfolios generated by functions of ranked market weights |
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| Authors: | Robert Fernholz |
| Institution: | (1) INTECH, One Palmer Square, Princeton, NJ 08542, USA (e-mail: bob@enhanced.com), US |
| Abstract: | |
| Keywords: | : Portfolio-generating function local time size effect diversity-weighted index |
| 本文献已被 SpringerLink 等数据库收录！ | |