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mortgage, subprime, delinquency, foreclosure
Mortgage, CMBS, CMBX, REIT, Market Efficiency, Financial Crisis, Commercial Real Estate
52-week high, 52-week low, implied volatility, beta, volatility, anchoring, prospect theory, investor attention, barrier, support level, resistance level
Housing futures, portfolio choice, mortgage
portfolio choice, mortgage, housing, term structure of interest rates
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momentum, trend following, CTA, managed futures, market impact, calendar effect, crowded trade, market efficiency, trading strategy, hedge fund
trend following, quality, momentum, crisis hedge, crisis alpha, futures, equities
Hedge Funds, Systematic Trading, Discretionary Trading, Alpha, Market Efficiency, Risk Factors, Asset Allocation, Algorithm Aversion
trend following, momentum, crisis alpha, skewness
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