Paper Citation Record · LEDGER

Statistical Arbitrage for Multiple Co-Integrated Stocks

As of 19 August 2026, this Paper Citation Record lists 34 of 34 outbound references and 0 inbound Pith citation observations for arXiv:1908.02164.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
1908.02164 v5

Coverage vector

measured 34 of 34 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T14:59:40.893906Z

measured 34 of 34 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

34 of 34 outbound references displayed

verified exact0
verified fuzzy31
unresolved3
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation bae10dad-fdd3-46bc-91ff-bc07c5d99fcd · outbound

This paper cites Outperformance and tracking: Dynamic asset allocation for active and passive portfolio management.

Statistical Arbitrage for Multiple Co-Integrated Stocks Outperformance and tracking: Dynamic asset allocation for active and passive portfolio management

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.433541Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 7024b402-18dc-4e00-8b08-d28a8ff7b6dd · outbound

This paper cites Stochastic modeling and methods for portfolio management in cointegrated markets.

Statistical Arbitrage for Multiple Co-Integrated Stocks Stochastic modeling and methods for portfolio management in cointegrated markets

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.418028Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation d65d5d2a-f9e6-4b0b-86cb-78bbaa779e22 · outbound

This paper cites Arnold and Alan J.

Statistical Arbitrage for Multiple Co-Integrated Stocks Arnold and Alan J

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.402097Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 6e93dbc2-cf2d-4552-aac8-373d5e1ba2fa · outbound

This paper cites Statistical arbitrage in the US equities market.

Statistical Arbitrage for Multiple Co-Integrated Stocks Statistical arbitrage in the US equities market

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.388465Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation facef90d-2802-4f51-a671-5a113e5234fe · outbound

This paper cites Principal eigenportfolios for us equities.

Statistical Arbitrage for Multiple Co-Integrated Stocks Principal eigenportfolios for us equities

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.375634Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation af18cd34-3266-4553-8442-600d08d6a51e · outbound

This paper cites an unresolved cited work.

Statistical Arbitrage for Multiple Co-Integrated Stocks Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:59:41.362281Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation f726c37d-ae6e-4c19-b648-da2dc3f2dbd8 · outbound

This paper cites Empirical investigation of an equity pairs trading strategy.

Statistical Arbitrage for Multiple Co-Integrated Stocks Empirical investigation of an equity pairs trading strategy

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.349469Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation a71021ea-016b-4d94-9b03-1b1f095bc489 · outbound

This paper cites Optimal investment for an insurer with cointegrated assets: Crra utility.

Statistical Arbitrage for Multiple Co-Integrated Stocks Optimal investment for an insurer with cointegrated assets: Crra utility

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.336452Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 04760510-fb7a-4aac-beb2-48b9c81b3128 · outbound

This paper cites Risk-sensitive benchmarked asset management.

Statistical Arbitrage for Multiple Co-Integrated Stocks Risk-sensitive benchmarked asset management

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.322009Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 2fffd848-08ab-4e8f-aaab-7dc89dc5d414 · outbound

This paper cites an unresolved cited work.

Statistical Arbitrage for Multiple Co-Integrated Stocks Unresolved cited work

Reference 10

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:59:41.309411Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 6d23c446-a1e1-4e7f-935c-e30bddce153c · outbound

This paper cites A generalized eigenvalue approach for solving riccati equations.

Statistical Arbitrage for Multiple Co-Integrated Stocks A generalized eigenvalue approach for solving riccati equations

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.293159Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 5d3b4cb8-719a-4159-bc22-98957f5c35bf · outbound

This paper cites Elliott, John Van Der Hoek, and William P.

Statistical Arbitrage for Multiple Co-Integrated Stocks Elliott, John Van Der Hoek, and William P

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.278030Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation ae4a505d-0994-456d-a085-c5de0b1687b8 · outbound

This paper cites Engle and C.

Statistical Arbitrage for Multiple Co-Integrated Stocks Engle and C

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.265472Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation d7f5c589-6805-4686-b526-7aadd8d7a509 · outbound

This paper cites Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach.

Statistical Arbitrage for Multiple Co-Integrated Stocks Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.250975Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 931cf585-78d8-4172-af4a-dc79ff14ec98 · outbound

This paper cites Fleming and Halil Mete Soner.

Statistical Arbitrage for Multiple Co-Integrated Stocks Fleming and Halil Mete Soner

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.237344Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation e67097c1-c530-439b-8e64-a79154d8fa5a · outbound

This paper cites Trading in the presence of co-integration.

Statistical Arbitrage for Multiple Co-Integrated Stocks Trading in the presence of co-integration

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.221911Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 4bfbd3f6-159b-49ee-b0ff-ecb872f647ab · outbound

This paper cites Gatev, William N.

Statistical Arbitrage for Multiple Co-Integrated Stocks Gatev, William N

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.208195Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation f92570bc-1c23-4928-99c3-0c6cdbbf36cb · outbound

This paper cites Testing market efficiency using statistical arbitrage with applications to momentum and value strategies.

Statistical Arbitrage for Multiple Co-Integrated Stocks Testing market efficiency using statistical arbitrage with applications to momentum and value strategies

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.192906Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 0f09c582-b2fb-4f54-b166-b7c9b01dde6f · outbound

This paper cites Horn and Charles R.

Statistical Arbitrage for Multiple Co-Integrated Stocks Horn and Charles R

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.175815Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 558cefa4-3a7c-438c-947f-e72726ad22b2 · outbound

This paper cites Khandani and Andrew W.

Statistical Arbitrage for Multiple Co-Integrated Stocks Khandani and Andrew W

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.161991Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 9f8aa9b6-b11c-45e5-bbb7-78d378901455 · outbound

This paper cites Kutoyants.

Statistical Arbitrage for Multiple Co-Integrated Stocks Kutoyants

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.148684Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation f1fccf79-52aa-49a6-8de2-46b1ea9ac6ab · outbound

This paper cites Honey I shrunk the sample covariance matrix.

Statistical Arbitrage for Multiple Co-Integrated Stocks Honey I shrunk the sample covariance matrix

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.131339Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 2568d3d8-a703-4f14-a1dc-92b3053e1a28 · outbound

This paper cites Pairs trading of two assets with uncertainty in co-integration's level of mean reversion.

Statistical Arbitrage for Multiple Co-Integrated Stocks Pairs trading of two assets with uncertainty in co-integration's level of mean reversion

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.112638Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 1f4fd5ca-335a-4c00-ada0-e79d65751e73 · outbound

This paper cites Costly arbitrage through pairs trading.

Statistical Arbitrage for Multiple Co-Integrated Stocks Costly arbitrage through pairs trading

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.096892Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 3c241997-ba36-44c4-a1ac-c3fc0d8177b6 · outbound

This paper cites Optimal mean reversion trading with transaction costs and stoploss exit.

Statistical Arbitrage for Multiple Co-Integrated Stocks Optimal mean reversion trading with transaction costs and stoploss exit

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.080458Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 5ee31f48-3e48-4a49-b7b1-5a1b99a4be7f · outbound

This paper cites Optimal pairs trading with time-varying volatility.

Statistical Arbitrage for Multiple Co-Integrated Stocks Optimal pairs trading with time-varying volatility

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.066464Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation d4c48721-251c-4b23-a194-0f71ca1b735e · outbound

This paper cites Optimal investment and consumption under a continuous-time cointegration model with exponential utility.

Statistical Arbitrage for Multiple Co-Integrated Stocks Optimal investment and consumption under a continuous-time cointegration model with exponential utility

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.049728Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 5be571f4-e91c-430a-bcb7-0dca6a6112f1 · outbound

This paper cites Primbs, and Wilfred Wong.

Statistical Arbitrage for Multiple Co-Integrated Stocks Primbs, and Wilfred Wong

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.035096Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation d4e3e815-65c5-4244-b3de-bc29f36cd3bd · outbound

This paper cites Stambaugh.

Statistical Arbitrage for Multiple Co-Integrated Stocks Stambaugh

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.017716Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation fe33eda1-ff35-42d7-bdb0-6c6d58df3677 · outbound

This paper cites Dynamic pairs trading using the stochastic control approach.

Statistical Arbitrage for Multiple Co-Integrated Stocks Dynamic pairs trading using the stochastic control approach

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:41.003305Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 3bd44c96-fff8-426a-8fbf-b95a136d2518 · outbound

This paper cites Pairs trading quantitative methods and analysis.

Statistical Arbitrage for Multiple Co-Integrated Stocks Pairs trading quantitative methods and analysis

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:40.988775Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 42d14b4f-3474-4bc2-9c50-c1896eee964f · outbound

This paper cites On the eigenvalues of A + B and AB.

Statistical Arbitrage for Multiple Co-Integrated Stocks On the eigenvalues of A + B and AB

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:40.970406Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 5e7417e6-1d87-4513-baea-d4e43fb6cf5a · outbound

This paper cites an unresolved cited work.

Statistical Arbitrage for Multiple Co-Integrated Stocks Unresolved cited work

Reference 33

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:59:40.954676Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Observation 9b9991b8-fbb0-4c08-b7f7-0f7c4c188ef8 · outbound

This paper cites Risk control of mean-reversion time in statistical arbitrage.

Statistical Arbitrage for Multiple Co-Integrated Stocks Risk control of mean-reversion time in statistical arbitrage

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:59:40.935131Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

Pith citing papers

No inbound Pith citation observations are available.