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PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS

Andy Fodor, Kevin Krieger, Nathan Mauck and Greg Stevenson

Journal of Financial Research, 2013, vol. 36, issue 4, 471-492

Date: 2013
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Citations: View citations in EconPapers (4)

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Working Paper: Predicting Extreme Returns and Portfolio Management Implications (2012) Downloads
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Journal of Financial Research is currently edited by Jayant Kale and Gerald Gay

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