TY - GENERIC DO - 10.20944/preprints202410.0271.v1 UR - http://dx.doi.org/10.20944/preprints202410.0271.v1 TI - Factor-Based Trading Strategy for Index Rebalancing: Predicting Abnormal Returns Using Logistic Classification T2 - Preprints AU - Mandavalli, Satish PY - 2024 DA - 2024/10/04 PB - Preprints