Composition of portfolios by pairs trading with volatility criteria in the Brazilian market

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DOI:

https://doi.org/10.1590/1808-057x202110890

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Published

2021-06-03

Issue

Vol. 32 No. 86 (2021)

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Original Articles

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Copyright (c) 2021 Revista Contabilidade & Finanças

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How to Cite

Cavalcanti, R. S. G., Santos, J. F. dos, Santos, R. R. dos, & Cunha, A. G. M. da. (2021). Composition of portfolios by pairs trading with volatility criteria in the Brazilian market. Revista Contabilidade & Finanças, 32(86), 273-284. https://doi.org/10.1590/1808-057x202110890