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subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Operations research letters"
~person:"Wong, Hoi Ying"
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~subject:"Robust statistics"
~type:"article"
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Wong, Hoi Ying
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Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
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