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Cointegration and asset allocation: a new active hedge fund strategy

journal contribution

posted on 2023-06-08, 12:22 authored by Carol AlexanderCarol Alexander, Ian Giblin, Wayne Weddington

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History

Publication status

Published

Journal

Research in International Business and Finance

ISSN

0275-5319

Publisher

Elsevier

Publisher URL

http://www.google.co.uk/url?sa=t&rct=j&q=&esrc=s&frm=1&source=web&cd=1&ved=0CCAQFjAA&url=http://www.carolalexander.org/publish/download/JournalArticles/PDFs/RIBF_16_65-90.pdf&ei=C-JiUL35FubC0QXLyoCACg&usg=AFQjCNEnGV-Mm6mMM7QgWdX2rfIhQZKxcw

Volume

16

Page range

65-90

Department affiliated with

Business and Management Publications

Full text available

No

Peer reviewed?

Yes

Legacy Posted Date

2012-09-26

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