- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
1 Online-Ressource.
- Sprache
-
Englisch
- Erschienen in
-
Effective Convergence Trading of Sparse, Mean Reverting Portfolios ; day:23 ; month:11 ; year:2024 ; pages:1-15
Computational economics ; (23.11.2024), 1-15
- Klassifikation
-
Wirtschaft
- Urheber
-
Rácz, Attila
Fogarasi, Norbert
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s10614-024-10770-7
- URN
-
urn:nbn:de:101:1-2502092158232.354271573025
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:37 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Rácz, Attila
- Fogarasi, Norbert
- SpringerLink (Online service)
Ähnliche Objekte (12)
Mean-variance portfolio efficiency under leverage aversion and trading impact
Sparse and stable Markowitz portfolios
Learning Sparse Graphon Mean Field Games
Mean Reversion-orientiertes Swing Trading
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Convergence of EMU Equity Portfolios
Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach
Mean-variance portfolio selection with complex constraints
Nonconvex multi-period mean-variance portfolio optimization
Mean Convergence, Combinatorics, and Grade-Point Averages
Portfolio Optimization in Electricity Trading with Limited Liquidity
Mean-variance portfolio efficiency under leverage aversion and trading impact
Sparse and stable Markowitz portfolios
Learning Sparse Graphon Mean Field Games
Mean Reversion-orientiertes Swing Trading
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Convergence of EMU Equity Portfolios
Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach
Mean-variance portfolio selection with complex constraints
Nonconvex multi-period mean-variance portfolio optimization
Mean Convergence, Combinatorics, and Grade-Point Averages
Portfolio Optimization in Electricity Trading with Limited Liquidity
Mean-variance portfolio efficiency under leverage aversion and trading impact
Sparse and stable Markowitz portfolios
Learning Sparse Graphon Mean Field Games
Mean Reversion-orientiertes Swing Trading
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Convergence of EMU Equity Portfolios
Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach
Mean-variance portfolio selection with complex constraints
Nonconvex multi-period mean-variance portfolio optimization
Mean Convergence, Combinatorics, and Grade-Point Averages