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Mishra, Mayank's
Scholarly Papers
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Total Downloads
429 |
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Citations
1 |
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Cheung, Wing affiliation not provided to SSRN Mishra, Mayank Nomura Holdings, Inc. (NHI) - Nomura International PLC
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07 Jan 10
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Last Revised:
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25 Apr 12
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429
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asset allocation, factor mimicking, Augmented Black-Litterman (ABL), Fama-French, factor ranking, factor risk model, crowded trades, transaction costs
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