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~person:"De Luca, Roberta"
~subject:"Anlageverhalten"
~type_genre:"Non-commercial literature"
~type_genre:"Ratgeber"
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Anlageverhalten
Behavioural finance
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Cointegration
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Financial analysis
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Financial investment
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Finanzanalyse
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Kapitalanlage
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Kointegration
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Portfolio selection
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Portfolio-Management
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Theory
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cointegration
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pairs trading
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pre-selection
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De Luca, Roberta
Spiwoks, Markus
10
Menkhoff, Lukas
6
Westerhoff, Frank H.
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Bizer, Kilian
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Bortenlänger, Christine
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Kirstein, Ulrich
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Siegel, Jeremy J.
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Baumann, Michael
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De Grauwe, Paul
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Gubaydullina, Zulia
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Hein, Oliver
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Jank, Stephan
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Leuermann, Andrea
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Ling, Leng
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Palomino, Frédéric
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Uhlig, Harald
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Westerhoff, Frank
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Agarwal, Vikas
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Burniske, Chris
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Cici, Gjergji
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Gay, Gerald D.
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Grimaldi, Marianna
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Schmitt, Noemi
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Tatar, Jack
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Bar-Yosef, Sasson
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Borman, David
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Brunetti, Marianna
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Elder, Alexander
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CEFIN working papers
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ECONIS (ZBW)
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Pre-selection in cointegration-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
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2022
Persistent link: https://www.econbiz.de/10014248171
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Pre-selection in cointegration-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
-
2021
-
This version: February 2021
Persistent link: https://www.econbiz.de/10012489201
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