Multi Asset Pairs Momentum
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Decoding Systematic Relative Investing: A Pairs Approach
Christian L. Goulding; Campbell R. Harvey; Alex Pickard
Auburn University- Auburn University - Harbert College of Business
- Research Affiliates, LLC
- Duke University
- National Bureau of Economic Research
- Duke University - Fuqua School of Business
- National Bureau of Economic Research (NBER)
This strategy is gated
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