On the Index Tracking and the Statistical Arbitrage Choosing the Stocks by Means of Cointegration. The Role of Stock Picking
On the Index Tracking and the Statistical Arbitrage Choosing the Stocks by Means of Cointegration. The Role of Stock Picking
Autores: E. Acosta-González, F. Fernández-Rodríguez,R. Armas Herrera.
Nombre del Seminario, Congreso o Workshop: The 12th INFINITI Conference on International Finance.
Fecha de inicio: 09-06-2014.
Fecha de finalización: 10-06-2014.
Lugar: Italia
Abstract