Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul stock exchange

Author: Bolgün Kaan Evren   Kurun Engin   Güven Serhat  

Publisher: Palgrave Macmillan Ltd

ISSN: 1753-965X

Source: Journal of Derivatives & Hedge Funds, Vol.18, Iss.2, 2012-05, pp. : 113-126

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Abstract