Nisheeth Saini
D.B.A. University of Wisconsin-Whitewater 2019
Dissertation:
Regime-Switching Advantage in Statistical Arbitrage Strategies Conditioned on Time Series Momentum and Volatility in Leveraged Exchange Traded Funds: Theory and Evidence
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Mark Jack Kamstra
No students known.
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