@article{202410.0271,
	doi = {10.20944/preprints202410.0271.v1},
	url = {https://doi.org/10.20944/preprints202410.0271.v1},
	year = 2024,
	month = {October},
	publisher = {Preprints},
	author = {Satish Mandavalli},
	title = {Factor-Based Trading Strategy for Index Rebalancing: Predicting Abnormal Returns Using Logistic Classification},
	journal = {Preprints}
}