Cointegration and asset allocation: a new active hedge fund strategy
Carol Alexander, Ian Giblin and Wayne Weddington
| Year of publication: |
2002
|
|---|---|
| Authors: | Alexander, Carol ; Giblin, Ian ; Weddington, Wayne |
| Published in: |
Financial risk and financial risk management ; 16. - Amsterdam [u.a.] : Jai Press, ISBN 0-7623-0858-3. - 2002, p. 65-89
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Kointegration | Cointegration | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturangaben In: Financial risk and financial risk management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001755632