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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~person:"Goetzmann, William N."
~person:"Jagannathan, Ravi"
~subject:"Portfolio-Management"
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The journal of finance : the journal of the American Finance Association
The review of financial studies
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Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
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Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
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