A Market Neutral Statistical Arbitrage Trading Model
Year of publication: |
2017
|
---|---|
Authors: | Larsson, Erik |
Other Persons: | Larsson, Lars W (contributor) ; Åberg, Johan (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Außenwirtschaftstheorie | International economics | Arbitrage |
Extent: | 1 Online-Ressource (62 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 13, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.2919837 [DOI] |
Classification: | g02 ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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