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NTIS 바로가기Journal of Korean Society of Industrial and Systems Engineering = 한국산업경영시스템학회지, v.37 no.4, 2014년, pp.202 - 211
김영민 (연세대학교 정보산업공학과) , 김정수 (광운대학교 경영학부) , 이석준 (광운대학교 경영학부)
Pairs trading is a type of arbitrage investment strategy that buys an underpriced security and simultaneously sells an overpriced security. Since the 1980s, investors have recognized pairs trading as a promising arbitrage strategy that pursues absolute returns rather than relative profits. Thus, ind...
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