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, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMDS/2006/73803
EUDML-ID : urn:eudml:doc:117116 
@article{05369128,
     title = {Loss protection in pairs trading through minimum profit bounds: A cointegration approach.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMDS/2006/73803},
     zbl = {1201.62118},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05369128}
}

Lin, Yan-Xia; McCrae, Michael; Gulati, Chandra. Loss protection in pairs trading through minimum profit bounds: A cointegration approach.. Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006) . doi : 10.1155/JAMDS/2006/73803. http://gdmltest.u-ga.fr/item/05369128/