The high sensitivity of pairs trading returns
Nicolas Huck
| Year of publication: |
2013
|
|---|---|
| Authors: | Huck, Nicolas |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 13/15, p. 1301-1304
|
| Subject: | pairs trading | pairs selection | sensitivity | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Wertpapierhandel | Securities trading | Theorie | Theory | Börsenkurs | Share price |
| 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/10010198457