Pairs Trading under Drift Uncertainty and Risk Penalization

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International Journal of Theoretical and Applied Finance 2018 / 09

Pairs Trading under Drift Uncertainty and Risk Penalization

Altay, Suhan, Colaneri, Katia, Eksi, Zehra
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Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024918500462
Date:
September, 2018
File:
PDF, 767 KB
english, 2018
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