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Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Singha, Mainak
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Trading and Market Microstructure General Economics Economics Portfolio Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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