Loss protection in pairs trading through minimum profit bounds: A cointegration approach

Journal of Applied Mathematics and Decision Sciences

Volumn 2006, Issue , 2006, Pages

  Lin, Yan Xia ^a   McCrae, Michael ^a   Gulati, Chandra ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749573194     PISSN: 11739126     EISSN: 15327612     Source Type: Journal    
DOI: 10.1155/JAMDS/2006/73803     Document Type: Article

References (12)

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12. W. F. Sharpe G. J. Alexander J. V. Bailey Investments Prentice-Hall New Jersey 6th 1999