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Title: Trading strategies generated pathwise by functions of market weights
Award ID(s):
2004997
PAR ID:
10221351
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Finance and Stochastics
Volume:
24
Issue:
2
ISSN:
0949-2984
Page Range / eLocation ID:
423 to 463
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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