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pdlug arbitrage [2 articles]

Recent papers added to pdlug library classified by the tag arbitrage. You can also see everyone's arbitrage.
  • An Intelligent Statistical Arbitrage Trading System
    Social Science Research Network Working Paper Series
    by NICK Kondakis, Nikos S Thomaidis
    posted to trading statistics statarb neuralnetwork neuralnet garch arbitrage by pdlug on 2008-05-04 01:03:43 as **
  • The Cross-Section of Expected Stock Returns
    The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465.
    by Eugene F Fama, Kenneth R French
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