Optimal Pairs Trading with Dynamic Mean-Variance
Year of publication: |
2019
|
---|---|
Authors: | ZHU, Dongmei |
Other Persons: | Gu, Jia-Wen (contributor) ; Yu, Feng-Hui (contributor) ; Siu, Tak-Kuen (contributor) ; Ching, Wai-Ki (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Hedging |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 6, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3459279 [DOI] |
Classification: | C02 - Mathematical Methods ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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