@article{amultifactormarketneutralinvestment,
  title = {A multi-factor market-neutral investment strategy for New York Stock Exchange equities},
  author = {Georgios M. Gkolemis and Adwin Richie Lee and Amine Roudani},
  year = {2024},
  eprint = {2412.12350},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.12350v1},
}