Indexing and statistical arbitrage

Tools

Alexander, C. and Dimitriu, A. (2005) Indexing and statistical arbitrage. Journal of Portfolio Management, 31 (2). pp. 50-63. ISSN 0095-4918

Full text not archived in this repository.

To link to this article DOI: 10.3905/jpm.2005.470578

Item Type:	Article
Refereed:	Yes
Divisions:	Henley Business School > ICMA Centre
ID Code:	20518
Publisher:	Institutional Investor Inc

Deposit Details

Repository Staff Only: item control page

University of Reading