Pairs Trading: Performance of a Relative Value Arbitrage Rule
| Year of publication: |
1998-11-01
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|---|---|
| Authors: | Gatev, Evan ; Goetzmann, William N. ; Rouwenhorst, K. Geert |
| Institutions: | School of Management, Yale University |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | G1 - General Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10005587137