SSRNEconometrics & Forecasting
Multivariate Cointegration
The research shows that using multivariate cointegration for financial arbitrage strategies can generate returns without significantly increasing risk.
Featured in No. 59 on 31 Jul 2024 ·
- Released
- 21 Jan 2024
- First featured
- No. 59 · 31 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4906546
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).