Jeong-Hyun Lee

New York University (NYU) - Courant Institute of Mathematical Sciences

New York University

New York, NY 10012

United States

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Statistical Arbitrage in the U.S. Equities Market

Number of pages: 47 Posted: 30 Jun 2008 Last Revised: 05 Aug 2008
Marco Avellaneda and Jeong-Hyun Lee
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
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Citation 26

Abstract:

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