Browse by UCL people
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Number of items: 2.
2020
Xie, K;
(2020)
Leakage of rank-dependent functionally generated trading strategies.
Annals of Finance
, 16
pp. 573-591.
10.1007/s10436-020-00364-2.
|
Xie, Kangjianan;
(2020)
Functionally generated portfolios in stochastic portfolio theory.
Doctoral thesis (Ph.D), UCL (University College London).
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