Indexing and statistical arbitrage

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

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

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

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University of Reading