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.
Nombre del Seminario, Congreso o Workshop: V Workshop de Economía Internacional Comercio y Finanzas..
Fecha de inicio: 10-11-2014.
Fecha de finalización: 11-11-2014.
Lugar: Tenerife
  Abstract

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