Cite
HARVARD Citation
Suzuki, K. (2018). Optimal pair-trading strategy over long/short/square positions—empirical study. Quantitative finance. 18 (1), pp. 97-119. [Online].
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Suzuki, K. (2018). Optimal pair-trading strategy over long/short/square positions—empirical study. Quantitative finance. 18 (1), pp. 97-119. [Online].