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Equity Hedge Fund Alpha

•Vikas Agarwal, 2004. "Risks and Portfolio Decisions Involving Hedge Funds,"Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 17(1), pages 63-98.

•Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006. "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(3), pages 797-827.

•Mark Mitchell & Todd Pulvino & Erik Stafford, 2002. "Limited Arbitrage in Equity Markets," Journal of Finance, American Finance Association, vol. 57(2), pages 551-584, 04.

•Andrade S, di Pietro V, Seasholes M, "Understanding the Profitability of Pairs Trading", Working Paper, University of California Berkeley, 2005.

•Jacob Boudoukh, Matthew P. Richardson, Marti Subrahmanyam, Robert F. Whitelaw, The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund Investor, NYU Working Paper 2000

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