Robust statistical arbitrage strategies
Year of publication: |
2021
|
---|---|
Authors: | Lütkebohmert-Holtz, Eva ; Sester, Julian |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 3, p. 379-402
|
Subject: | Robust valuation | Statistical arbitrage | Super-replication duality | Trading strategies | Arbitrage | Theorie | Theory | Robustes Verfahren | Robust statistics | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection |
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