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