Bento Goncalves, 9500, Ave
Porto Alegre, RS 91509-900
Federal University of Rio Grande do Sul (UFRGS) - Statistics Department
Pairs Trading, Copula, Distance Long-Short, Quantitative Strategies, S&P 500, Statistical Arbitrage.
Asset Allocation; Finance; Gaussian Copula; Linear Programming; Mixed Copula; Risk Management; S&P 500; Scenarios; WCCVaR
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