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Dynamic capital allocation: exploiting persistent patterns in currency performance 

Author: Collin Crownover a
Affiliation:   a Citigroup Foreign Exchange, Citigroup Center, New York, NY 10013, USA
DOI: 10.1080/14697680600699720
Publication Frequency: 10 issues per year
Published in: journal Quantitative Finance, Volume 6, Issue 3 June 2006 , pages 185 - 191
Formats available: HTML (English) : PDF (English)
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