Work

Genetic Mimicking Portfolios for ETF Arbitrage

Year: 2026

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.2026.1.225

Authors: Julio A. Crego, Jens Soerlie Kvaerner, Åvald Åslaugson Sommervoll, Dag Einar Sommervoll, Niek Stevens

Institutions: NOVA School of Business and Economics, Universidade Nova de Lisboa, BI Norwegian Business School, University of Oslo, Norwegian University of Science and Technology, Norwegian University of Life Sciences

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7128909321

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