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Pairs Trading: Quantitative Methods and Analysis (Wiley Finance)
 
 
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Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) (Hardcover)

by Ganapathy Vidyamurthy (Author) "CAPM is an acronym for the Capital Asset Pricing Model..." (more)
Key Phrases: factor exposure vectors, common factor spread, common trends model, New York, Amount of Sigma Away, John Wiley (more...)
3.5 out of 5 stars See all reviews (13 customer reviews)

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