Generalized statistical arbitrage concepts and related gain strategies
Year of publication: |
2021
|
---|---|
Authors: | Rein, Christian ; Rüschendorf, Ludger ; Schmidt, Thorsten |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 31.2021, 2 (19.02.), p. 563-594
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Generalized statistical arbitrage concepts and related gain strategies
Rein, Christian, (2021)
-
Generalized Statistical Arbitrage Concepts and Related Gain Strategies
Rein, Christian, (2019)
-
Value-at-Risk bounds with two-sided dependence information
Lux, Thibaut, (2018)
- More ...