Cointegration portfolios of European equities for index tracking and market neutral strategies
| Year of publication: |
2005
|
|---|---|
| Authors: | Dunis, Christian L. ; Ho, Richard |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 6.2005-06, 1, p. 33-52
|