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Zou, L., & Kin, L. (2000). Adding risks: Some general results about time diversification. (Tinbergen Institute Discussion Paper; No. TI 2000-063/3). Tinbergen Institute. http://papers.tinbergen.nl/00063.pdf
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Zou, L., & Kin, L. (2000). Inherent Efficiency, Security Markets, and the Pricing of Investments Strategies. (Tinbergen Institute Discussion Paper; No. TI 2000-108/2). Tinbergen Institute. http://papers.tinbergen.nl/00108.pdf
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