"Bertram's pairs trading strategy with bounded risk."

Vladimír Holý, Michal Cerný (2022)

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DOI: 10.1007/S10100-021-00763-4

access: closed

type: Journal Article

metadata version: 2022-05-18

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Vladimír Holý, Michal Cerný:
Bertram's pairs trading strategy with bounded risk. Central Eur. J. Oper. Res. 30(2): 667-682 (2022)

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