In the book, we will discuss two classes of pairs trading strategies;
namely, risk arbitrage and statistical arbitrage.FURTHER READING MATERIAL
CAPM
Elton, Edwin J. and Martin J. Gruber. Modern Portfolio Theory and Investment
Analysis, 4th Edition. (New York: John Wiley & Sons, Inc., 1991).
Fama, Eugene F. and Kenneth R. French. “The Cross-Section of Expected Stock Re-
turns.”Journal of Finance47, no. 2 (June 1992): 427–465.
Market Neutral Strategies
Nicholas, Joseph G. Market Neutral Investing: Long/Short Hedge Fund Strategies.
(New York: Bloomberg Press, 2000).
Introduction 11