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Implementable quantitative equity research

Chapter

FOCARDI Sergio M. ; FABOZZI Frank J. ; MA K.C.

2011

231-249

Contents : The rise of econophysics
A general framework
Select a sample free from survivorship bias
Select a methodology to estimate the model
Risk control
Key points
Questions

Language : English

Location : Nice Library

Material : Paper

Faculty's books : Oui

Owner : Bibliothèque

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