Pre-selection in cointegration-based pairs trading

Marianna Brunetti and Roberta de Luca

Year of publication:	November 2022
Authors:	Brunetti, Marianna ; De Luca, Roberta
Publisher:	Modena (Italy) : CEFIN, Centro Studi di Banca e Finanza, Dipartimento di Economia Marco Biagi, Università di Modena e Reggio Emilia
Subject:	pairs trading \| pre-selection \| cointegration \| profitability \| Kointegration \| Cointegration \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Wertpapierhandel \| Securities trading

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