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Bertram’s pairs trading strategy with bounded risk

Crossref DOI link: https://doi.org/10.1007/s10100-021-00763-4

Published Online: 2021-07-21

Published Print: 2022-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Holý, Vladimír https://orcid.org/0000-0003-0416-0434
Černý, Michal https://orcid.org/0000-0002-3261-9524
Funding

Funding for this research was provided by:

Grantová Agentura Ceské Republiky (19-02773S)

Vysoká Škola Ekonomická v Praze (F4/27/2020)
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Text and Data Mining valid from 2021-07-21

Version of Record valid from 2021-07-21
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Article History

Accepted: 9 July 2021

First Online: 21 July 2021