1. Optimal hedging using cointegration;Alexander;Philosophical Transactions of the Royal Society Series A,1999
2. The cointegration alpha: Enhanced index tracking and long-short equity market neutral strategies;Alexander;ISMA Finance Discussion Paper No. 2002-08 8,2002
3. Indexing and statistical arbitrage: Tracking error or cointegration?;Alexander;The Journal of Portfolio Management,2005
4. Cointegration and asset allocation: A new active hedge fund strategy;Alexander;Research in International Business and Finance,2002
5. Performance replication of the spot energy index with optimal equity portfolio selection: Evidence from the UK, US and Brazilian markets;Andriosopoulos;European Journal of Operational Research,2014