Pairs trading : performance of a relative-value arbitrage rule
Evan Gatev; William N. Goetzmann; K. Geert Rouwenhorst
| Year of publication: |
2006
|
|---|---|
| Authors: | Gatev, Evan G. ; Goetzmann, William N. ; Rouwenhorst, K. Geert |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 19.2006, 3, p. 797-827
|
| Subject: | Pairs trading | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | USA | United States | 1962-1997 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003358392