Title

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

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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Link to publisher version (DOI)

http://dx.doi.org/10.1155/JAMDS/2006/73803