"Loss protection in pairs trading through minimum profit bounds: A ..."

Yan-Xia Lin, Michael McCrae, Chandra Gulati (2006)

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DOI: 10.1155/JAMDS/2006/73803

access: open

type: Journal Article

metadata version: 2020-05-21

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Yan-Xia Lin, Michael McCrae, Chandra Gulati:
Loss protection in pairs trading through minimum profit bounds: A cointegration approach. Adv. Decis. Sci. 2006: 73803:1-73803:14 (2006)

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