40论坛币/篇悬赏几篇paper

Optimal Convergence Trading with Horizon and Divergence Risk JW Jurek, H Yang - manuscript, Harvard University, 2006Profiting from Mean-Reversion: Optimal Strategies in the Presence of Horizon and Divergence Risk J Jurek, H Yang - 2006

Profiting from Mean-Reversion: Optimal Strategies in the Presence of Horizon and Divergence Risk
Profiting from Mean-Reversion：Optimal Strategies in the Presence of Horizon and.pdf (1.39 MB)

2012-12-9 11:45:17 上传

第一篇Optimal Convergence Trading with Horizon and Divergence Risk
在2006年，已经改名为Dynamic Portfolio Selection in Arbitrage SSRN-id882536.pdf (1016.38 KB)

2012-12-9 12:28:10 上传

footnote：
Jurek: Harvard Department of Economics and Harvard Business School - e-mail: jjurek@hbs.edu. Yang: Harvard
Department of Economics and Harvard Business School - e-mail: hyang@hbs.edu. This paper has previously been
circulated under the title, “Optimal Convergence Trading with Horizon and Divergence Risk.”