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~language:"eng"
~person:"De Luca, Roberta"
~subject:"Kapitalanlage"
~type_genre:"Arbeitspapier"
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Kapitalanlage
Anlageverhalten
3
Behavioural finance
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pairs trading
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Cointegration
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cointegration
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pre-selection
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De Luca, Roberta
Christelis, Dimitris
7
Fessler, Pirmin
6
Georgarakos, Dimitris
6
Hackethal, Andreas
6
Jappelli, Tullio
6
Padula, Mario
6
Brunetti, Marianna
5
Campbell, John Y.
5
Hornuf, Lars
5
Jurek, Jakub W.
5
Loos, Benjamin
5
Vayanos, Dimitri
5
Arrondel, Luc
4
Bosman, Ronald
4
Bucher-Koenen, Tabea
4
Chaliasos, Michaēl
4
Cupák, Andrej
4
Hanspal, Tobin
4
Laudenbach, Christine
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Lusardi, Annamaria
4
Mengoli, Stefano
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Mitchell, Olivia S.
4
Pagano, Marco
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Palomino, Frédéric
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Pattitoni, Pierpaolo
4
Schanzenbach, Max M.
4
Sitkoff, Robert H.
4
Uhlig, Harald
4
Viceira, Luis M.
4
Weisbenner, Scott J.
4
Ślepaczuk, Robert
4
Alessie, Rob
3
Baker, Scott
3
Bartiloro, Laura
3
Blake, David
3
Cavapozzi, Danilo
3
Cobb-Clark, Deborah A.
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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ECONIS (ZBW)
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Pre-selection in cointegration-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
-
2022
Persistent link: https://www.econbiz.de/10014248171
Saved in:
2
Pairs trading in the index options market
Brunetti, Marianna
;
De Luca, Roberta
-
2021
-
This version: March 2021
Persistent link: https://www.econbiz.de/10013256318
Saved in:
3
Pre-selection in cointegration-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
-
2021
-
This version: February 2021
Persistent link: https://www.econbiz.de/10012489201
Saved in:
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