Optimal pairs trading with dynamic mean-variance objective

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1432-5217
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Optimal pairs trading with dynamic mean-variance objective ; volume:94 ; number:1 ; day:25 ; month:8 ; year:2021 ; pages:145-168 ; date:8.2021
Mathematical methods of operations research ; 94, Heft 1 (25.8.2021), 145-168, 8.2021

Classification
Wirtschaft

Creator
Zhu, Dong-Mei
Gu, Jia-Wen
Yu, Feng-Hui
Siu, Tak Kuen
Ching, Wai Ki
Contributor
SpringerLink (Online service)

DOI
10.1007/s00186-021-00751-z
URN
urn:nbn:de:101:1-2021112621520038630290
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:40 AM CEST

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