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Does simple pairs trading still work?
Do, Binh; Faff, Robert W. - In: Financial analysts' journal : FAJ 66 (2010) 4, pp. 83-95
Persistent link: https://www.econbiz.de/10008696349
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PORTFOLIO MANAGEMENT - Taxation and Black's Zero-Beta Strategy Revisited - Skewing portfolios to low-beta stocks in an environment with a dividend-imputation tax may be unsuccessfu...
Faff, Robert; Hillier, David; Wood, Justin - In: Financial analysts' journal : FAJ 57 (2001) 5, pp. 57-65
Persistent link: https://www.econbiz.de/10006271967
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ALTERNATIVE INVESTMENTS - Do Precious Metals Shine? An Investment Perspective
Hillier, David; Draper, Paul; Faff, Robert - In: Financial analysts' journal : FAJ 62 (2006) 2, pp. 98-106
Persistent link: https://www.econbiz.de/10007224537
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Does Simple Pairs Trading Still Work?
Do, Binh; Faff, Robert - In: Financial analysts' journal : FAJ 66 (2010) 4, pp. 83-96
Persistent link: https://www.econbiz.de/10008443295