Pairs selection and outranking: An application to the S&P 100 index

European Journal of Operational Research

Volumn 196, Issue 2, 2009, Pages 819-825

  Huck, Nicolas ^a  

^a Ecole Superieure de Gestion (ESG)   (France)

Author keywords

ELECTRE III; Finance; Multi criteria decision aiding; Pairs trading

Indexed keywords

BIVARIATE; ELECTRE III; FLEXIBLE FRAMEWORKS; INFORMATION SETS; MULTI-CRITERIA DECISION AIDING; MULTIPLE RETURNS; PAIRS TRADING;

COMMERCE;

EID: 58149216564     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2008.03.025     Document Type: Article

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