"Arbitrage pricing theory-based Gaussian temporal factor analysis for ..."

Kai Chun Chiu, Lei Xu (2004)

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DOI: 10.1016/S0167-9236(03)00082-4

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type: Journal Article

metadata version: 2020-02-20

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Kai Chun Chiu, Lei Xu:
Arbitrage pricing theory-based Gaussian temporal factor analysis for adaptive portfolio management. Decis. Support Syst. 37(4): 485-500 (2004)

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