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Dimitriu, Anca's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
11,933 |
Total
Citations
15 |
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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6,901
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cointegration, enhanced index tracking, long-short equity, market neutral, hedge fund, alpha strategy
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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1,306
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index tracking, cointegration, Markov switching, dispersion, equity markets, long-run equilibrium prices
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4.
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Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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Posted:
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27 Jul 03
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Last Revised:
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11 Jun 04
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1,264
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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674
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Common trends, mean reversion, herding, principal component analysis, abnormal returns, value strategies, behavioural finance
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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590
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indexing, value strategies, optimisation models, principal component analysis, abnormal returns
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Alexander, Carol University of Reading - ICMA Centre Dimitriu, Anca University of Reading - ISMA Centre
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757
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3
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Equity Hedge Funds, Markov Switching, Regimes
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Records 1 -
5
of 5 matches
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