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A unifying model for statistical arbitrage : model assumptions and empirical failure
Stephenson, Jeff
;
Vanstone, Bruce
;
Hahn, Tobias
- In:
Computational economics
58
(
2021
)
4
,
pp. 943-964
Persistent link: https://www.econbiz.de/10012697772
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2
The incompleteness problem of the APT model
Karlsson, Peter S.
- In:
Computational economics
38
(
2011
)
2
,
pp. 129-151
Persistent link: https://www.econbiz.de/10009236992
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3
Rate of return parity with robot asset traders
Childs, Jason
- In:
Computational economics
29
(
2007
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003440966
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