Loss protection in pairs trading through minimum profit bounds: A cointegration approach.
Lin, Yan-Xia; McCrae, Michael; Gulati, Chandra
Journal of Applied Mathematics and Decision Sciences (2006)
- Volume: 2006, page Article ID 73803, 14 p.-Article ID 73803, 14 p.
- ISSN: 2090-3359
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topLin, Yan-Xia, McCrae, Michael, and Gulati, Chandra. "Loss protection in pairs trading through minimum profit bounds: A cointegration approach.." Journal of Applied Mathematics and Decision Sciences 2006 (2006): Article ID 73803, 14 p.-Article ID 73803, 14 p.. <http://eudml.org/doc/117116>.
@article{Lin2006,
author = {Lin, Yan-Xia, McCrae, Michael, Gulati, Chandra},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 73803, 14 p.-Article ID 73803, 14 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Loss protection in pairs trading through minimum profit bounds: A cointegration approach.},
url = {http://eudml.org/doc/117116},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Lin, Yan-Xia
AU - McCrae, Michael
AU - Gulati, Chandra
TI - Loss protection in pairs trading through minimum profit bounds: A cointegration approach.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
SP - Article ID 73803, 14 p.
EP - Article ID 73803, 14 p.
LA - eng
UR - http://eudml.org/doc/117116
ER -
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