Managing an agricultural commodities portfolio in South Africa with pairs trading / André Heyman

Description

Thesis (Ph.D. (Risk Management))--North-West University, Potchefstroom Campus, 2008.

Links & Downloads

1. http://hdl.handle.net/10394/2308

Tags

Fundamental analysis

GARCH

Agricultural commodities trader

Co-integration

Pairs trading

Pairs selection process

Seasonal patterns

Technical analysis

UCM

X12

Additional Fields

Identifer	oai:union.ndltd.org:NWUBOLOKA/oai:dspace.nwu.ac.za:10394/2308
Date	January 2007
Creators	Heymans, André
Source Sets	North-West University, South Africa
Detected Language	English
Type	Thesis