Statistical arbitrage

Results: 71



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11Entropy and the value of information for investors By Antonio Cabrales, Olivier Gossner and Roberto Serrano∗ Consider any investor who fears ruin when facing any set of investments that satisfy no-arbitrage. Before inv

Entropy and the value of information for investors By Antonio Cabrales, Olivier Gossner and Roberto Serrano∗ Consider any investor who fears ruin when facing any set of investments that satisfy no-arbitrage. Before inv

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Source URL: ogossner.free.fr

Language: English - Date: 2012-11-17 06:38:38
12Benchmarks for Alternative Investments William Fung Visiting Research Professor of Finance Center for Hedge Fund Research, London Business School Co-CEO, PI Asset Management

Benchmarks for Alternative Investments William Fung Visiting Research Professor of Finance Center for Hedge Fund Research, London Business School Co-CEO, PI Asset Management

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Source URL: www.saa.or.jp

Language: English - Date: 2009-03-17 20:33:29
13Journal of Statistical and Econometric Methods, vol.3, no.1, 2014, 75-84 ISSN: print), online) Scienpress Ltd, 2014 An Improved Composite Forecast For Realized Volatility

Journal of Statistical and Econometric Methods, vol.3, no.1, 2014, 75-84 ISSN: print), online) Scienpress Ltd, 2014 An Improved Composite Forecast For Realized Volatility

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Source URL: www.scienpress.com

Language: English - Date: 2014-02-20 05:50:48
14© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

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Source URL: www.pupress.princeton.edu

Language: English - Date: 2015-02-24 16:38:02
15‘A device for being able to book P&L’: The Organizational Embedding of the Gaussian Copula Donald MacKenzie and Taylor Spears 2013

‘A device for being able to book P&L’: The Organizational Embedding of the Gaussian Copula Donald MacKenzie and Taylor Spears 2013

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Source URL: www.sps.ed.ac.uk

Language: English - Date: 2014-08-13 06:21:59
16n Expert opinion Execution algorithms W hile the concepts that

n Expert opinion Execution algorithms W hile the concepts that

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Source URL: autobahn.db.com

Language: English - Date: 2015-03-26 08:09:54
17© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

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Source URL: pup.princeton.edu

Language: English - Date: 2015-02-24 16:38:02
18© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

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Source URL: www.nathist.princeton.edu

Language: English - Date: 2015-02-24 16:38:02
19Microsoft Word - Michael wong.doc

Microsoft Word - Michael wong.doc

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Source URL: www.math.ust.hk

Language: English - Date: 2011-03-25 05:22:04
20Statistical Arbitrage in the U.S. Equities Market Marco Avellaneda∗† and Jeong-Hyun Lee∗ First draft: July 11, 2008 This version: June 15, 2009 Abstract

Statistical Arbitrage in the U.S. Equities Market Marco Avellaneda∗† and Jeong-Hyun Lee∗ First draft: July 11, 2008 This version: June 15, 2009 Abstract

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Source URL: www.math.nyu.edu

Language: English - Date: 2009-06-17 14:59:18