Loss protection in pairs trading through minimum profit bounds: a cointegration approach
Chandra M. Gulati, University of WollongongFollow
Yan-Xia Lin, University of WollongongFollow
Michael McCrae, University of WollongongFollow
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.
Please refer to publisher version or contact your library.
Associate Professor Katina Michael
Professor Aditya K. Ghose
Supply chain management and optimisation. Constraint programming within business process management including the current ‘greening’ issue of climate change
Home | About | FAQ | My Account | Accessibility Statement