//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"residuals"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Yeo, Joongyeub"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
residuals
Arbitrage
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Mean Reversion
1
Mean reversion
1
Mean-reversion time
1
Risikomanagement
1
Risk management
1
Statistical method
1
Statistische Methode
1
factor models
1
market neutrality
1
portfolio selection
1
principal components
1
statistical arbitrage
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Papanicolaou, George
1
Yeo, Joongyeub
1
Published in...
All
Risk and decision analysis
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk control of mean-reversion time in statistical arbitrage
Yeo, Joongyeub
;
Papanicolaou, George
- In:
Risk and decision analysis
6
(
2017
)
4
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011925104
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->