Evaluation of pairs-trading strategy at the brazilian financial market

Journal of Derivatives and Hedge Funds

Volumn 15, Issue 2, 2009, Pages 122-136

  Perlin, Marcelo Scherer ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

Asset allocation; Emerging markets; Market efficiency; Pairs trading; Quantitative strategy

Indexed keywords

EID: 68349152602     PISSN: 17539641     EISSN: 1753965X     Source Type: Journal    
DOI: 10.1057/jdhf.2009.4     Document Type: Article

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