Yan-Xia Lin, Michael McCrae, Chandra Gulati. Loss protection in pairs trading through minimum profit bounds: A cointegration approach. JAMDS, 2006, 2006. [doi]
@article{LinMG06,
title = {Loss protection in pairs trading through minimum profit bounds: A cointegration approach},
author = {Yan-Xia Lin and Michael McCrae and Chandra Gulati},
year = {2006},
doi = {10.1155/JAMDS/2006/73803},
url = {http://dx.doi.org/10.1155/JAMDS/2006/73803},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/LinMG06},
cites = {0},
citedby = {0},
journal = {JAMDS},
volume = {2006},
}