Mixed Copula Pairs Trading Strategy on the S&P 500
Year of publication: |
2019
|
---|---|
Authors: | B. Sabino da Silva, Fernando |
Other Persons: | Ziegelman, Flávio (contributor) ; Caldeira, João (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3070950 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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