Effective Convergence Trading of Sparse, Mean Reverting Portfolios

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
Effective Convergence Trading of Sparse, Mean Reverting Portfolios ; day:23 ; month:11 ; year:2024 ; pages:1-15
Computational economics ; (23.11.2024), 1-15

Classification
Wirtschaft

Creator
Rácz, Attila
Fogarasi, Norbert
Contributor
SpringerLink (Online service)

DOI
10.1007/s10614-024-10770-7
URN
urn:nbn:de:101:1-2502092158232.354271573025
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:37 AM CEST

Data provider

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Associated

  • Rácz, Attila
  • Fogarasi, Norbert
  • SpringerLink (Online service)

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