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Advanced Materials Research
Volumn 479-481, Issue , 2012, Pages 829-832
Pure statistical and multi-level industrial pairs trading: Bridged by statistical characters
Author keywords

Hedge; Pairs trading; Statistical arbitrage; Statistical character
Indexed keywords

HEDGE; MULTI-LEVEL; PAIRING METHOD; PAIRS TRADING; STATISTICAL ARBITRAGE; STATISTICAL CHARACTER; STOCK SELECTIONS; TRADING STRATEGIES;
EID: 84863358210     PISSN: 10226680     EISSN: None     Source Type: Book Series    
DOI: 10.4028/www.scientific.net/AMR.479-481.829     Document Type: Conference Paper
Times cited : (2)
References (5)
  • 1
    • 58149216564 scopus 로고    scopus 로고
    • Pairs selection and outranking: An application to the S&P 100 index[J]
    • Huck N. Pairs selection and outranking: An application to the S&P 100 index[J]. European Journal of Operational Research. 2009, 196: 819-825.
    • (2009) European Journal of Operational Research , vol.196 , pp. 819-825
    • Huck, N.1
  • 2
    • 33747892179 scopus 로고    scopus 로고
    • Pairs trading: Performance of a relative-value arbitrage rule
    • DOI 10.1093/rfs/hhj020
    • Gatev E, Goetzmann W N, Rouwenhorst K G. Pairs Trading: Performance of a Relative-Value Arbitrage Rule[J]. The Review of Financial Studies. 2006, 19(3): 797-827. (Pubitemid 44290383)
    • (2006) Review of Financial Studies , vol.19 , Issue.3 , pp. 797-827
    • Gatev, E.1    Goetzmann, W.N.2    Rouwenhorst, K.G.3
  • 3
    • 78549273059 scopus 로고    scopus 로고
    • Does simple pairs trading still work?[J]
    • Do B, Faff R. Does Simple Pairs Trading Still Work?[J]. Financial Analysts Journal. 2010, 66: 4.
    • (2010) Financial Analysts Journal , vol.66 , pp. 4
    • Do, B.1    Faff, R.2
  • 4
    • 81055128307 scopus 로고    scopus 로고
    • Beijing: Tsinghua University Press
    • Jia Z p. Statistics. [M]. Beijing: Tsinghua University Press, 2006.
    • (2006) Statistics. [M]
    • Jia, Z.P.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.