"A characterization of long-short trading strategies based on cointegration."

Yoshinori Kawasaki et al. (2003)

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DOI: 10.1109/CIFER.2003.1196289

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Yoshinori Kawasaki, Shigeru Tachiki, Hideo Udaka, Tomoaki Hirano:
A characterization of long-short trading strategies based on cointegration. CIFEr 2003: 411-416

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