Evaluation of the performance of a pairs trading strategy of JSE listed firms
A research report submitted to the Faculty of Commerce, Law and Management, University of the Witwatersrand, in partial fulfilment of the requirements for the degree of Master of Finance and investment. Johannesburg, 2015 === A pairs trading strategy is a market neutral trading strategy that trie...
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| Format: | Others |
| Language: | en |
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2016
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| Online Access: | Naicker, Shereen (2016) Evaluation of the performance of a pairs trading strategy of JSE listed firms, University of the Witwatersrand, <http://wiredspace.wits.ac.za/handle/10539/21506> http://hdl.handle.net/10539/21506 |