Stock selection, style rotation, and risk
Andre Lucas,
Ronald van Dijk and
Teun Kloek
Journal of Empirical Finance, 2002, vol. 9, issue 1, 1-34
Date: 2002
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Working Paper: Stock Selection, Style Rotation, and Risk (2001) 
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:9:y:2002:i:1:p:1-34
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