Optimal pair-trading strategy over long/short/square positions—empirical study

DOI10.1080/14697688.2017.1346277zbMath1469.91052OpenAlexW2747118331MaRDI QIDQ4957233

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Publication date: 3 September 2021

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2017.1346277

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