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EFTA00617310
ench, (1993) "Common Stock Risk Factors in Returns on Stocks and Bonds," Journal of Financial Economics 33, pp. 3-56. Goetztnann, W., J, Ingersoll, M. Spiegel and I. Welch, (2002) "Sharpening Sharp Ratios," NBER Working Paper 9116. Goodwin, T., (1998) "The Information Ratio," Financial Analysts Journal 54
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