Work

Optimal Convergence Trade Strategies

Year: 2013

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhs130

Authors: Jun Liu, Allan Timmermann

Institution: University of California San Diego

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2107225387

FWCI: 8.809

Cites: 27

Cited by: 78

Related to: 10