Pairs Trading : Performance of a Relative Value Arbitrage Rule
Year of publication: |
[2010]
|
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Authors: | Galev, Evan G. |
Other Persons: | Goetzmann, William N. (contributor) ; Rouwenhorst, K. Geert (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Arbitrage |
Extent: | 1 Online-Ressource (35 p) |
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Series: | NBER Working Paper ; No. w7032 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1999 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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