The high sensitivity of pairs trading returns
Year of publication: |
2013
|
---|---|
Authors: | Huck, Nicolas |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 13/15, p. 1301-1304
|
Subject: | pairs trading | pairs selection | sensitivity | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis |
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