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Time-series Momentum Factors with Correlation Adjustment and Hedge Fund Exposure
Author(s)
Fang, Linyiren
Type
Dissertation
Version
Imperial Users only
Date Issued
2017
Date Awarded
2017
URI
Creator
Fang, Linyiren
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
Masters
Course Name
Risk Management and Financial Engineering