EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Pair trading"
Narrow search

Narrow search

Year of publication
Subject
All
Pair trading 9 Portfolio selection 9 Portfolio-Management 9 Theorie 8 Theory 8 Financial investment 7 Kapitalanlage 7 Anlageverhalten 5 Arbitrage 5 Behavioural finance 5 pair trading 5 Capital income 4 Cointegration 4 Forecasting model 4 Kapitaleinkommen 4 Pair Trading 4 Prognoseverfahren 4 Volatility 4 Volatilität 4 Aktienmarkt 3 Asset Management 3 Fin4Cast 3 Implementation Shortfall 3 Kointegration 3 Relative Value Strategy 3 Slippage 3 Stock market 3 asset management 3 derivatives 3 finance-growth-nexus 3 financial innovation 3 Algorithm 2 Algorithmus 2 Artificial intelligence 2 Financial analysis 2 Finanzanalyse 2 Index derivative 2 Indexderivat 2 Investment Fund 2 Investmentfonds 2
more ... less ...
Online availability
All
Free 12 Undetermined 12
Type of publication
All
Article 16 Book / Working Paper 8
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Working Paper 4 Collection of articles of several authors 1 Conference proceedings 1 Konferenzschrift 1 Proceedings 1 Sammelwerk 1
more ... less ...
Language
All
English 22 Undetermined 2
Author
All
Gartner, Martin 3 Haiss, Peter R. 3 Loistl, Otto 3 Merton, Robert C. 3 Sammer, Bernhard 3 Sowa, Urszula 3 Zellner, Stephan 3 Balling, Morten 2 Caporale, Guglielmo Maria 2 Chen, Cathy W. S. 2 Gil-Alaña, Luis A. 2 Plastun, Alex 2 Rybinski, Krzysztof 2 Suzuki, Kiyoshi 2 Zinner, Christine 2 Ślepaczuk, Robert 2 Afzal, Humaira 1 Bağcı, Mahmut 1 Bell, Peter N 1 Brekke, Alex 1 Drakos, Stefanos 1 Fernandez-Perez, Adrian 1 Figà-Talamanca, Gianna 1 Focardi, Sergio M. 1 Frijns, Bart 1 Gnan, Ernest 1 Haddad, GholamReza Keshavarz 1 Indriawan, Ivan 1 Iqbal, Javid 1 Jiang, Xinxin 1 Korniejczuk, Adam 1 Lee, Jin-Ping 1 Lee, Sangyeol 1 Lin, Tsai-Yu 1 Lubochinsky, Catherine 1 Lui, Brian 1 Mushafiq, Muhammad 1 Papadopoulos, Simeon 1 Patacca, Marco 1 Peterburgsky, Stanley 1
more ... less ...
Institution
All
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München> 1 SUERF - The European Money and Finance Forum 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Applied economics 2 SUERF Studies 2 Working papers 2 Computational economics 1 Data science and service research discussion paper 1 Decisions in economics and finance : a journal of applied mathematics 1 Economics and finance working paper series 1 Finance research letters 1 Financial innovation : FIN 1 International journal of finance & economics : IJFE 1 International review of economics & finance : IREF 1 Journal of empirical finance 1 Journal of information & knowledge management : JIKM 1 Journal of mathematical finance 1 MPRA Paper 1 Mathematics of operations research 1 Quantitative finance 1 SUERF studies 1 The North American journal of economics and finance : a journal of financial economics studies 1 The journal of investment strategies 1 ВЕСТНИК САРАТОВСКОГО ГОСУДАРСТВЕННОГО СОЦИАЛЬНО-ЭКОНОМИЧЕСКОГО УНИВЕРСИТЕТА 1
more ... less ...
Source
All
ECONIS (ZBW) 20 RePEc 3 EconStor 1
Showing 1 - 10 of 24
Cover Image
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634696
Saved in:
Cover Image
Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
Bağcı, Mahmut; Soylu, Pınar Kaya - In: Financial innovation : FIN 10 (2024), pp. 1-28
We propose a high-frequency rebalancing algorithm (HFRA) and compare its performance with periodic rebalancing (PR) and threshold rebalancing (TR) strategies. PR refers to the process of adjusting the relative weight of assets within portfolios at regular time intervals, whereas TR is a process...
Persistent link: https://www.econbiz.de/10014541693
Saved in:
Cover Image
Are pair trading strategies profitable during COVID-19 period?
Sohail, Muhammad Khalid; Raheman, Abdul; Iqbal, Javid; … - In: Journal of information & knowledge management : JIKM 21 (2022) 1, pp. 2240010-1-2240010-16
Persistent link: https://www.econbiz.de/10013269830
Saved in:
Cover Image
Identify arbitrage using machine learning on multi-stock pair trading price forecasting
Zhang, Zhijie - 2022
Persistent link: https://www.econbiz.de/10013445700
Saved in:
Cover Image
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 863-882
Persistent link: https://www.econbiz.de/10012795004
Saved in:
Cover Image
The profitability of pair trading strategy in stock markets : evidence from Toronto stock exchange
Haddad, GholamReza Keshavarz; Talebi, Hassan - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 193-207
Persistent link: https://www.econbiz.de/10014253174
Saved in:
Cover Image
Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
Cover Image
Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings : a viscosity solution approach
Suzuki, Kiyoshi - In: Mathematics of operations research 46 (2021) 1, pp. 336-360
Persistent link: https://www.econbiz.de/10012498193
Saved in:
Cover Image
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian; Frijns, Bart; Indriawan, Ivan; … - In: Applied economics 52 (2020) 48, pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
Cover Image
Detecting "fake" price movements : a convergence/divergence indicator
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010527141
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...