Modeling aerospace industrial corporate performance : case of cointegration analysis 2001-2008

Pairs trading is a self-financing investment strategy, which has at least 20 years of history on Wall Street. Over the years, pairs trading has become a branch of "market-neutral" investment strategy which has been the subject of broad exploration by institutional money managers as well as...

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Bibliographic Details
Main Author: Lee, Chen Hoay.
Other Authors: Foo Check Teck
Format: Final Year Project
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/16885
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Institution: Nanyang Technological University
Language: English