US Sector Rotation with Five-Factor Fama-French Alphas
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US Sector Rotation with Five-Factor Fama-French Alphas
Sohan Sarwar; Cesário Mateus; Natasa Todorovic
University of Greenwich- University of Greenwich - Business School
Aalborg University- Aalborg University Business School
- City, University of London
- City University London - The Business School
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