A Market Neutral Statistical Arbitrage Trading Model

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  • A Market Neutral Statistical Arbitrage Trading Model

A Market Neutral Statistical Arbitrage Trading Model

Larsson, Erik, Larsson, Lars W, berg, Johan
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Year:
2003
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2919837
File:
PDF, 598 KB
2003
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