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Generalised Pairs Trading based on Residual Returns: Applications in Index Arbitrage and diversified Statistical Arbitrage
Author(s)
Muellauer, Philipp
Type
Dissertation
Version
Imperial Users only
Date Issued
2011
Date Awarded
2011
URI
Format Extent
1811614 bytes
Creator
Muellauer, Philipp
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance