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Cointegration and asset allocation: a new active hedge fund strategy

Alexander, 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

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Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:24030
Publisher:Elsevier

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