PROFITABILITY OF A SIMPLE PAIRS TRADING STRATEGY: RECENT EVIDENCES FROM A GLOBAL CONTEXT (Q2814671): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / cites work | |||
Property / cites work: Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1142/s0219024916500230 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2341687251 / rank | |||
Normal rank |
Latest revision as of 08:35, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | PROFITABILITY OF A SIMPLE PAIRS TRADING STRATEGY: RECENT EVIDENCES FROM A GLOBAL CONTEXT |
scientific article |
Statements
PROFITABILITY OF A SIMPLE PAIRS TRADING STRATEGY: RECENT EVIDENCES FROM A GLOBAL CONTEXT (English)
0 references
22 June 2016
0 references
market neutral strategy
0 references
equity hedge
0 references
relative value strategy
0 references
price convergence and divergence
0 references