加密货币的日均绝对收益

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学术论文

加密货币因子组合:表现、分解与定价模型

作者Weihao Han; David Newton; Emmanouil Platanakis; Charles Sutcliffe; Xiaoxia Ye

机构
  • University of Bath
  • University of Bath - School of Management
  • ICMA Centre
  • University of Reading
  • University of Reading - ICMA Centre
  • University of Liverpool
  • University of Liverpool Management School

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