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Handbook of Short Selling by Greg N. Gregoriou

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Chapter 37. Short Selling Assessment Where Consumer Prices Involve Both Currency Trades and Weather Shocks
Jack Penm and R. Deane Terrell
Research has been conducted in short selling decisions where consumer prices involve both currency trades and weather shocks using new sparse patterned forgetting factor inclusive time-series approaches. In order to maximize forex trading opportunities and diversify a currency investment portfolio, results indicate that an investor can buy one short-term bullish currency and short sell another short-term bearish ...

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