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Has Pairs Trading Strategy Lost its Profitability?: Assessment of the Fundamental Functionality
Author(s)
Hanaki, Kenji
Type
Dissertation
Version
Imperial Users only
Date Issued
2011
Date Awarded
2011
URI
Format Extent
836962 bytes
Creator
Hanaki, Kenji
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering