• Media type: E-Article
  • Title: The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies
  • Contributor: Alexander, Carol; Dimitriu, Anca
  • Published: Elsevier BV, 2002
  • Published in: SSRN Electronic Journal (2002)
  • Language: English
  • DOI: 10.2139/ssrn.315619
  • ISSN: 1556-5068
  • Origination:
  • Footnote: