APPLICATION OF BLACK-LITTERMAN BAYESIAN IN STATISTICAL ARBITRAGE RESEARCH-Reference-Cited by-同舟云学术

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APPLICATION OF BLACK-LITTERMAN BAYESIAN IN STATISTICAL ARBITRAGE RESEARCH

Published:2024 Issue: Volume: Page:
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Author:

Zhou Qiqin

Publisher

Elsevier BV

Reference14 articles.

1. Statistical Arbitrage: Algorithmic Trading Insights and Techniques;A Pole;Pairs Trading: Quantitative Methods and Analysis,2004

2. Pairs trading: performance of a relative-value arbitrage rule;E Gatev;Review of Financial Studies,2006

3. Testing market efficiency using statistical arbitrage with applications to momentum and value strategies;S Hogan;Journal of Financial Economics,2004

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