Sterge explains stat arb slump
Tue Jul 1, 2003
Andrew Sterge, chairman and CEO at CooperNeff Advisors Inc.
of King of Prussia, Penn., has produced some fascinating
insights into why statistical arbitrage strategies have been
finding it increasingly difficult to perform in the past couple
In a presentation at the recent GAIM meeting in...
ISSN: 2151-1845 / CDC10004H
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