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Title

Beta-Arbitrage strategies: when do they work, and why ?

Authors
Messikh, Reda Jürg
Oderda, Gianluca
Pictet, Olivier Victor Henri
Submitted to Quantitative Finance. 2014
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BERRADA, Tony Nicolas et al. Beta-Arbitrage strategies: when do they work, and why ?. Submitted to: Quantitative Finance, 2014. https://archive-ouverte.unige.ch/unige:45312

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Deposited on : 2015-01-15

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