Statistical arbitrage in the US equities market
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Publication:2786280
DOI10.1080/14697680903124632zbMath1194.91196OpenAlexW3122035786MaRDI QIDQ2786280
Jeong Hyun Lee, Marco Avellaneda
Publication date: 21 September 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903124632
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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