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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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Sequential surveillance of the tangency portfolio weights
Bodnar, Olha - In: International journal of theoretical and applied finance 12 (2009) 6, pp. 797-810
Persistent link: https://www.econbiz.de/10003911241
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On the unbiased estimator of the efficient frontier
Bodnar, Olha; Bodnar, Taras - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1065-1073
Persistent link: https://www.econbiz.de/10008906212
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Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847