Media type: E-Book Title: Pre-selection in cointegration-based pairs trading Contributor: Brunetti, Marianna [Author]; De Luca, Roberta [Author] Published: [Rom]: CEIS Tor Vergata, [2021] Published in: CEIS Tor Vergata research papers ; 500 Issue: This version: February 2021 Extent: 1 Online-Ressource (circa 31 Seiten); Illustrationen Language: English Keywords: pairs trading ; pre-selection ; cointegration ; profitability ; Graue Literatur Origination: Footnote: Access State: Open Access