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Clustering-driven Pair Trading Portfolio Investment in Korean Stock Market

Poongjin Cho, Minhyuk Lee, Jae Wook Song

Journal of Korean Society of Industrial and Systems Engineering :: Vol.45 No.3 pp.123-130

DOI:https://doi.org/10.11627/jksie.2022.45.3.123
Open abstract
Developing Pairs Trading Rules for Arbitrage Investment Strategy based on the Price Ratios of Stock Index Futures

Young-Min Kim, Jungsu Kim, Suk-Jun Lee

Journal of Korean Society of Industrial and Systems Engineering :: Vol.37 No.4 pp.202-211

DOI:https://doi.org/10.11627/jkise.2014.37.4.202
Open abstract

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