Cointegration and asset allocation: a new active hedge fund strategyAlexander, C. (2002) Cointegration and asset allocation: a new active hedge fund strategy. Research in International Business and Finance, 16. pp. 65-90. ISSN 0275-5319 Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.
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