A multi-factor market-neutral investment strategy for New York Stock Exchange equities

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gkolemis, Georgios M., Lee, Adwin Richie, Roudani, Amine
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure 91
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.12350