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~person:"De Luca, Roberta"
~type_genre:"Conference paper"
~type_genre:"Non-commercial literature"
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formation period
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pairs trading
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sensitivity analysis
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De Luca, Roberta
Kleijnen, Jack P. C.
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Sensitivity of profitability in cointegration-based pairs trading
Brunetti, Marianna
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De Luca, Roberta
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2022
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This version: April 22
Persistent link: https://www.econbiz.de/10013255837
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Sensitivity of profitability in cointegration-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
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2022
Persistent link: https://www.econbiz.de/10014248172
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