Optimal convergence trade strategies
Year of publication: |
2013
|
---|---|
Authors: | Liu, Jun ; Timmermann, Allan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 26.2013, 4, p. 1048-1086
|
Subject: | Wertpapierhandel | Securities trading | Arbitrage | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kointegration | Cointegration | Theorie | Theory |
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