A quantitative equity strategy based on factors formed by industries in the S&P500
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 25). === This paper presents and simulates a long-short market-neutral quantitative equity trading strategy for US stocks. Fir...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2011
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| Online Access: | http://hdl.handle.net/1721.1/65809 |