The impact of portfolio diversification on mean reverting components of stock indices
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Publication:1000393
DOI10.1007/BF00868007zbMath1153.91805OpenAlexW2070724841MaRDI QIDQ1000393
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00868007
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