Profitability of a simple pairs trading strategy : recent evidences from a global context
Year of publication: |
June 2016
|
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Authors: | Miao, Jia ; Laws, Jason |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 4, p. 1-18
|
Subject: | Market neutral strategy | equity hedge | relative value strategy | price convergence and divergence | Portfolio-Management | Portfolio selection | Hedging | Kapitalanlage | Financial investment |
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