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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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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
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Shrinkage estimation of mean-variance portfolio
Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po … - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011453866
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Markowitz portfolio and the blur of history
Ng, Chi Tim; Shi, Yue; Chan, Ngai Hang - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10012496534