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A Diversification Framework for Multiple Pairs Trading Strategies.

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Bibliographic Details
Title: A Diversification Framework for Multiple Pairs Trading Strategies.
Authors: Lee, Kiseop1 (AUTHOR) kiseop@purdue.edu, Leung, Tim2 (AUTHOR) timleung@uw.edu, Ning, Boming1 (AUTHOR) ningb@purdue.edu
Source: Risks. May2023, Vol. 11 Issue 5, p93. 18p.
Database: Business Source Ultimate
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ISSN:22279091
DOI:10.3390/risks11050093