Received: 2 December 2019   Accepted: 21 December 2020
DOI: 10.1111/mafi.12300

ORIGINAL ARTICLE


Generalized statistical arbitrage concepts and
related gain strategies
Christian Rein          Ludger Rüschendorf              Thorsten Schmidt
Department of Mathematical Stochastics,
University of Freiburg, Freiburg,          Abstract
Germany                       The notion of statistical arbitrage introduced in Bon-
Correspondence                    darenko (2003) is generalized to statistical  ...