Profiting from Mean-Reversion: Optimal Strategies in the Presence of Horizon and Divergence Risk

第一篇Optimal Convergence Trading with Horizon and Divergence Risk
在2006年，已经改名为Dynamic Portfolio Selection in Arbitrage

footnote：
Jurek: Harvard Department of Economics and Harvard Business School - e-mail: jjurek@hbs.edu. Yang: Harvard
Department of Economics and Harvard Business School - e-mail: hyang@hbs.edu. This paper has previously been
circulated under the title, “Optimal Convergence Trading with Horizon and Divergence Risk.”