Cointegration and asset allocation: a new active hedge fund strategy

Alexander, Carol, Giblin, Ian and Weddington, Wayne (2002) Cointegration and asset allocation: a new active hedge fund strategy. Research in International Business and Finance, 16. pp. 65-90. ISSN 0275-5319

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Item Type: Article
Schools and Departments: School of Business, Management and Economics > Business and Management
Subjects: H Social Sciences > HG Finance
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Depositing User: Carol Alexander
Date Deposited: 26 Sep 2012 11:13
Last Modified: 26 Sep 2012 11:13
URI: http://sro.sussex.ac.uk/id/eprint/40609
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