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Aavald Sommervoll
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Scholarly Papers (1)
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1.
Genetic Mimicking Portfolios for ETF Arbitrage
Number of pages: 29
Posted: 17 Jun 2025
Jens Soerlie Kvaerner
,
Julio A. Crego
,
Dag Einar Sommervoll
, Aavald Sommervoll and
Niek Stevens
BI Norwegian Business School, Nova School of Business & Economics, Norwegian University of Life Sciences (NMBU),
affiliation not provided to SSRN
and Tilburg University
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Abstract:
Genetic Algorithm, Statistical Arbitrage, ETFs
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