Similar Search Results - EconBiz

Crossovers, Dividends, and the Size Effect

Fernholz, Robert - In: Financial analysts' journal : FAJ 54 (1998) 3, pp. 73

Persistent link: https://www.econbiz.de/10006306542

ALTERNATIVE INVESTMENTS - The Statistics of Statistical Arbitrage - Hedge funds sometimes use mathematical techniques to "capture" the short-term volatility of stocks and perhaps other types of securities. This sort of strategy resembles market making and is sometimes considered a form of statistical arbitrage. This study shows that for the universe of large-capitalization U.S. stocks, even quite ...

Fernholz, Robert; Maguire Jr, Cary - In: Financial analysts' journal : FAJ 63 (2007) 5, pp. 46-53

Persistent link: https://www.econbiz.de/10007863895

A service of the