Cointegration based pairs trading in the twenty-first century

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorNyberg, Peter
dc.contributor.authorKurkela, Lauri
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2019-06-02T16:00:30Z
dc.date.available2019-06-02T16:00:30Z
dc.date.issued2019
dc.format.extent44
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/38186
dc.identifier.urnURN:NBN:fi:aalto-201906023271
dc.language.isoenen
dc.locationP1 Ifi
dc.programmeFinanceen
dc.subject.keywordpairs tradingen
dc.subject.keywordcointegrationen
dc.subject.keywordstatistical arbitrageen
dc.subject.keywordquantitative strategiesen
dc.titleCointegration based pairs trading in the twenty-first centuryen
dc.typeG2 Pro gradu, diplomityöfi
dc.type.ontasotMaster's thesisen
dc.type.ontasotMaisterin opinnäytefi
local.aalto.electroniconlyyes
local.aalto.openaccessno

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