Statistical arbitrage pairs trading strategies : review and outlook
Year of publication: |
April 2017
|
---|---|
Authors: | Krauss, Christopher |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 31.2017, 2, p. 513-545
|
Subject: | Mean-reversion | Pairs Trading | Spread Trading | Relative-value Arbitrage | Arbitrage | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading |
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