Vol. 6, Issue 2, 2013December 31, 2012 EDT
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Market Neutral Portfolio Selection: A Pedagogic Illustration
Market Neutral Portfolio Selection: A Pedagogic Illustration
dollar neutralitybeta neutralitysingle index modellong-short equity strategymarket neutral investment
Kwan, Clarence C. Y. 2013. “Market Neutral Portfolio Selection: A Pedagogic Illustration.” Spreadsheets in Education 6 (2).