Pairs Trading Under Drift Uncertainty and Risk Penalization

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Pairs Trading Under Drift Uncertainty and Risk Penalization

Altay, SShan, Colaneri, Katia, Eksi, Zehra
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2954762
File:
PDF, 554 KB
english, 2017
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