Anca Dimitriu

The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies

Carol Alexander, C. Alexander, Anca Dimitriu, 2002 .

Indexing and Statistical Arbitrage

Carol Alexander, C. Alexander, Anca Dimitriu, 2005 .

Equity indexing: Optimize your passive investments

Carol Alexander, Anca Dimitriu, 2004 .

Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding

Carol Alexander, C. Alexander, Anca Dimitriu, 2003 .

The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations

Carol Alexander, C. Alexander, Anca Dimitriu, 2004 .

Indexing, cointegration and equity market regimes

Carol Alexander, C. Alexander, Anca Dimitriu, 2005 .