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Profitability of a simple pairs trading strategy: recent evidences from a global context - MaRDI portal

Profitability of a simple pairs trading strategy: recent evidences from a global context (Q2814671)

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scientific article; zbMATH DE number 6596755
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English
Profitability of a simple pairs trading strategy: recent evidences from a global context
scientific article; zbMATH DE number 6596755

    Statements

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    22 June 2016
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    market neutral strategy
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    equity hedge
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    relative value strategy
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    price convergence and divergence
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    Profitability of a simple pairs trading strategy: recent evidences from a global context (English)
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    Identifiers