Investing in Disappearing Anomalies (Q4555635)

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scientific article; zbMATH DE number 6981926
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Investing in Disappearing Anomalies
scientific article; zbMATH DE number 6981926

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    Investing in Disappearing Anomalies (English)
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    20 November 2018
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    portfolio decisions
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    short-term index autocorrelations
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    out-of-sample outperformance
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