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Multi-Asset Investing: A practical guide to modern portfolio management by Yoram Lustig

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Bibliography

Amenc, Noel, Lionel Martellini, Jean-Christophe Meyfredi, Volker Ziemann, ‘Performance of Passive Hedge Fund Replication Strategies’, EDHEC Risk and Asset Management Research Centre (September 2009).

Ankrim, Ernest, Zhuanxin Ding, ‘Cross-Sectional Volatility and Return Dispersion’, The Financial Analysts Journal 58 (2002).

Arnott, Robert, Peter Bernstein, 2002, ‘What Risk Premium is Normal’, Journal of Portfolio Management (10 January 2002).

Arnott, Robert, Clifford Asness, 2003, ‘Surprise! Higher Dividends = Higher Earnings Growth’, The Financial Analysts Journal (January-February 2003).

Arnott, Robert, Jason Hsu, John West, The Fundamental Index: A Better Way to Invest (Wiley, 2008).

Bacon, Carl, 2002, ‘Excess Returns – ...

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