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                                       Details for article 6 of 7 found articles
 
 
  Optimal pairs trading with dynamic mean-variance objective
 
 
Title: Optimal pairs trading with dynamic mean-variance objective
Author: Zhu, Dong-Mei
Gu, Jia-Wen
Yu, Feng-Hui
Siu, Tak-Kuen
Ching, Wai-Ki
Appeared in: Mathematical methods of operations research
Paging: Volume 94 () nr. 1 pages 145-168
Year: 2021-08-25
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 6 of 7 found articles
 
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