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Article
Do, B and Faff, Robert (2010) Does simple pairs trading still work. Financial Analysts Journal, 66 (4). pp. 83-95. ISSN 0015-198X
Fletcher, J. and Hillier, J. (2001) An examination of resampled portfolio efficiency. Financial Analysts Journal, 57 (5). pp. 66-74. ISSN 0015-198X