Pairs Trading: Performance of a Relative Value Arbitrage...

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Pairs Trading: Performance of a Relative Value Arbitrage Rule

Gatev, Evan G., Goetzmann, William N., Rouwenhorst, K. Geert
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Year:
1998
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.141615
File:
PDF, 375 KB
english, 1998
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