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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Will smart copycats survive in a bear market? - Stress testing and improving the equity portfolio generation strategies based on SEC 13F
Organization Unit
Authors
  • Shiyin Li
Supervisors
  • Qian Wang
  • Markus Leippold
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date 2021
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