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Beta Arbitrage Strategies: When do They Work, and Why?

Beta Arbitrage Strategies: When do They Work, and Why?

AuthorT. Berrada, G. Oderda, R. J. Messikh and O. Pictet
JournalQuantitative Finance
Date1 Jan. 2015
CategoryAcademic Publications
VolumeVol. 15 (2), pp 105-203

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