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Characteristic-based Returns: Alpha or Smart Beta? Kim, Soohun; Korajczyk, Robert; Neuhierl, Andreas, JOURNAL OF INVESTMENT MANAGEMENT, v.20, no.1, pp.70 - 89, 2022-01 |
Tests of alternate models for the pricing of Korean Treasury bond futures contracts Kang, Jangkoo; Park H.-J., PACIFIC BASIN FINANCE JOURNAL, v.14, no.4, pp.410 - 425, 2006-09 |
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