"Loss protection in pairs trading through minimum profit bounds: a coin" by Chandra M. Gulati, Yan-Xia Lin et al.

Faculty of Informatics - Papers (Archive)

Title

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

Authors

Chandra M. Gulati, University of WollongongFollow
Yan-Xia Lin, University of WollongongFollow
Michael McCrae, University of WollongongFollow

Document Type

Journal Article

Publication Details

Lin, Y., McCrae, M. & Gulati, C. M. (2006). Loss protection in pairs trading through minimum profit bounds: a cointegration approach. Journal of Applied Mathematics and Decision Sciences, Volume 2006 Art. No. 73803.

RIS ID

14140

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Dr Samuel Fosso Wamba
IT (e.g., RFID technology) impact on business process, business value of IT(e.g., RFID technology), supply chain optimisation.