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Heterotic Risk Models. (2016). Kakushadze, Zura.
In: Papers.
RePEc:arx:papers:1508.04883.

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Cited: 8

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Cites: 102

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  1. ETF Risk Models. (2022). Yu, Willie ; Kakushadze, Zura.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:9:y:2022:i:1:p:1-17.

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  3. Dead alphas as risk factors. (2018). Kakushadze, Zura ; Yu, Willie.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0064-5.

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  4. Decoding stock market with quant alphas. (2018). Kakushadze, Zura ; Yu, Willie.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0059-2.

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  5. Dead Alphas as Risk Factors. (2017). Yu, Willie ; Kakushadze, Zura.
    In: Papers.
    RePEc:arx:papers:1709.06641.

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  6. Decoding Stock Market with Quant Alphas. (2017). Yu, Willie ; Kakushadze, Zura.
    In: Papers.
    RePEc:arx:papers:1708.02984.

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  7. Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie.
    In: Papers.
    RePEc:arx:papers:1602.08070.

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  8. Factor models for cancer signatures. (2016). Kakushadze, Zura ; Yu, Willie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:527-559.

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