主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
　　　中国科学院科技战略咨询研究院
Chinese Journal of Management Science
Pairs Trading Strategy Research Considering Short Selling and Margin Trading: A Two-Stage Approach Based on Cointegration and Distance Methods
HU Lun-chao, YU Le-an, TANG Ling
Chinese Journal of Management Science . 2016, (4): 1 -9 .  DOI: 10.16381/j.cnki.issn1003-207x.2016.04.001