An examination of the benefits of dynamic trading strategies in U.K. closed-end funds
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DOI: 10.1016/j.irfa.2016.04.012
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- Caio Vigo Pereira, 2020. "Portfolio Efficiency with High-Dimensional Data as Conditioning Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202015, University of Kansas, Department of Economics, revised Sep 2020.
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More about this item
Keywords
Mean–variance analysis; Dynamic trading strategies; Closed-end funds;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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