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Cointegration-based trading: evidence on index tracking & market-neutral strategies
N. Biktimirov, Ernest, Papantonis, IoannisVolume:
42
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/MF-12-2014-0318
Date:
May, 2016
File:
PDF, 644 KB
english, 2016