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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| Format: | Final Year Project |
| Language: | English |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/10356/16885 |
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| Institution: | Nanyang Technological University |
| Language: | English |