Comomentum: Inferring Arbitrage Activity from Return Correlations Dong Lou and Christopher Polk London School of Economics First draft: March 2012

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Date: 2016-03-25 20:51:55 Financial markets Arbitrage Momentum investing Limits to arbitrage Hedge fund Futures contract Covered interest arbitrage Statistical arbitrage		Comomentum: Inferring Arbitrage Activity from Return Correlations Dong Lou and Christopher Polk London School of Economics First draft: March 2012 Add to Reading List Source URL: www.q-group.org Download Document from Source Website File Size: 1,15 MB Share Document on Facebook