Relative Value Trading is a quantitative trading strategy that belongs to the class of arbitrage techniques, distinguished by its reliance on statistical models to identify and exploit temporary price inefficiencies between related financial instruments based on their historical and implied valuation relationships.
26
Publications
2.3K
Citations
47
Authors
52
Institutions
Publications per year
2017–2026
0
Parents
Publications
26
Relative valuation and analyst target price forecasts
Zhi Da, Ernst Schaumburg · Journal of Financial Markets · 2010 · 120 citations
1–5 of 26
Authors
47
- EG
3
h-index
- KG
3
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- WN
2
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- AJ
2
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- JL
2
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1–5 of 47
Institutions
52
National Bureau of Economic Research
Cambridge, United States
3 h-index
3 publications
258 citations
Yale University
New Haven, United States
2 h-index
4 publications
2K citations
University of Chicago
Chicago, United States
1 h-index
1 publications
50 citations
Asser Institute
The Hague, The Netherlands
1 h-index
2 publications
22 citations
Reserve Bank of Australia
Sydney, Australia
1 h-index
1 publications
15 citations
Riverbank Local Redevelopment Authority
Modesto, United States
1 h-index
3 publications
33 citations
Massey University
Palmerston North, New Zealand
1 h-index
3 publications
174 citations
California Institute of Technology
Pasadena, United States
1 h-index
2 publications
94 citations
1–8 of 52
Venues
- SSRN Electronic Journal
Repository · 7 publications · 368 citations
7
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- Financial Analysts Journal
FAJ · 3 publications · 161 citations
3
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- The Journal of Alternative Investments
1 publications · 60 citations
1
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- CFA Digest
1 publications · 12 citations
1
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- Journal of Financial Markets
1 publications · 120 citations
1
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1–5