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Robust statistical arbitrage strategies - MaRDI portal

Robust statistical arbitrage strategies (Q4991081)

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scientific article; zbMATH DE number 7353685
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English
Robust statistical arbitrage strategies
scientific article; zbMATH DE number 7353685

    Statements

    title
    Robust statistical arbitrage strategies (English)
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    author
    Eva Lütkebohmert
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    Julian Sester
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    publication date
    2 June 2021
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    zbMATH Keywords
    statistical arbitrage
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    robust valuation
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    trading strategies
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    super-replication duality
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    cites work
    Pairs trading
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    Identifiers

    zbMATH DE Number
    7353685
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    OpenAlex ID
    W2996632454
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