Pairs trading : performance of a relative value arbitrage rule

Evan G. Gatev; William N. Goetzmann; K. Geert Rouwenhorst

Year of publication:	1999
Authors:	Gatev, Evan G. ; Goetzmann, William N. ; Rouwenhorst, K. Geert
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Pairs trading \| Kapitalanlage \| Financial investment \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| USA \| United States \| 1962-1997

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