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

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

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...