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A Sorting Strategy for Alpha Based on ROE Linked with Global ...
The Alpha strategy attaches great importance to the absolute return obtained from hedging system risks in the stock investment market. It is a neutral ...
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Thousands of Alpha Tests
Statistical Arbitrage Pairs Trading Strategies - Institute for Economics
Investing in the S&P 500 index: Can anything beat the buy-and-hold ...
Designing and back-testing a trading strategy for stocks combining ...
Positive alpha and negative beta (a strategy for ... - EconStor
PhD Thesis Third Phase - ResearchGate
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