Statistical arbitrage with pairs trading
Year of publication: |
June 2016
|
---|---|
Authors: | Göncü, Ahmet ; Akyıldırım, Erdinç |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 16.2016, 2, p. 307-319
|
Subject: | mean-reverting Ornstein–Uhlenbeck process | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Theorie | Theory |
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