Narrow search
Showing 1 - 3 of 3
Cover Image
Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe; Martin, Franck - In: Applied economics 51 (2019) 22, pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
Cover Image
Modelling European sovereign bond yields with international portfolio effects
Martin, Franck; Zhang, Jiangxingyun - In: Economic modelling 64 (2017), pp. 178-200
Persistent link: https://www.econbiz.de/10011756656
Cover Image
Optimal pairs trading strategies in a cointegration framework
Huang, Zhe; Martin, Franck - 2017
Persistent link: https://www.econbiz.de/10011713000