Publication date
2023End of Embargo
2024-09-16Keyword
Statistical arbitrageFactor models
Trading strategies
Geometric Brownian motion
Monte Carlo simulation
Rights
© 2023 Springer. Reproduced in accordance with the publisher's self-archiving policy. The final publication is available at Springer via https://doi.org/10.1007/s00291-023-00733-z.Peer-Reviewed
YesOpen Access status
embargoedAccess