Article
Trading in the Presence of Cointegration
Alexander Galenko, Elmira Popova and Ivilina Popova
The Journal of Alternative Investments Summer 2012, 15 (1) 85-97; DOI: https://doi.org/10.3905/jai.2012.15.1.085
Alexander Galenko
is a research associate of Operations Research and Industrial Engineering at The University of Texas in Austin, TX.
Elmira Popova
is professor of Operations Research and Industrial Engineering at The University of Texas in Austin, TX.
Ivilina Popova
is an associate professor of finance at McCoy College of Business Administration at Texas State University in San Marcos, TX.
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The Journal of Alternative Investments
Vol. 15, Issue 1
Summer 2012
Trading in the Presence of Cointegration
Alexander Galenko, Elmira Popova, Ivilina Popova
The Journal of Alternative Investments Jun 2012, 15 (1) 85-97; DOI: 10.3905/jai.2012.15.1.085
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