Comomentum : inferring arbitrage from return correlations :: Dong Lou :: Paul Woolley Centre for the Study of Capital Market Dysfunctionality 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Comomentum : inferring arbitrage from return correlations
Author Dong Lou
Contributors Christopher Polk, Christopher Polk, Paul Woolley Centre for the Study of Capital Market Dysfunctionality
Publisher Paul Woolley Centre for the Study of Capital Market Dysfunctionality
Publication date 2013
Publication location London
Language English

Descriptive Notes

"April 2013."

Topics

Stocks :: Prices

Catalogue Data

OBNB ID GBB5C3634
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.645

ISBD

P1053 33 pages
P1042 Includes bibliographical references.

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Comomentum : inferring arbitrage from return correlations by Dong Lou. Published by Paul Woolley Centre for the Study of Capital Market Dysfunctionality in 2013. Publication and catalogue information, links to buy online and reader comments.