Trading in the presence of cointegration
Year of publication: |
2012
|
---|---|
Authors: | Galenko, Alexander ; Popova, Elmira ; Popova, Ivilina |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 15.2012/13, 1, p. 85-97
|
Subject: | Indexderivat | Index derivative | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Welt | World |
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