Evren Bolgün

IS Investment

Risk Manager

IS Kuleleri IS Kule-2 Kat:8

4.Levent

Istanbul, 34330

Turkey

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Dynamic Pairs Trading Strategy for the Companies Listed in the Istanbul Stock Exchange

Number of pages: 26 Posted: 22 Dec 2009
Evren Bolgün, Serhat Guven and Engin Kurun
IS Investment, Universitat Pompeu Fabra and ISE Settlement & Custody Bank
Downloads 486 (111,060)
Citation 5

Abstract:

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reversion, pairs trading, distance method, market neutral portfolio, Istanbul Stock Exchange, trading strategies