Lasso-based index tracking and statistical arbitrage long-short strategies

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Date
2018
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Type
URI
http://hdl.handle.net/10183/188555
Subject
In
Encontro de Economia da Região Sul - ANPEC/SUL 2018 (21. : maio 2018 : Curitiba, BR-PR). Anais. . [recurso eletrônico]. Niterói, RJ : ANPEC, 2018.
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National
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