---
title: Pairs Trading with Costly Short-Selling
url: https://www.ml-quant.com/papers/ssrn/4470496/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4470496
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4470496
featured: 2023-06-07
citations: 0
topic: Trading, Microstructure & Execution
---


# Pairs Trading with Costly Short-Selling

Optimal pairs-trading model with costly short-selling can be used to short sell overvalued assets.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4470496
- Identifier: SSRN 4470496
- Released: 2023-06-06
- First featured: Quant Letter No. 3 (2023-06-07): https://www.ml-quant.com/issues/2023-06-07/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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