Pages that link to "Item:Q2238762"
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The following pages link to Optimal pairs trading with dynamic mean-variance objective (Q2238762):
Displaying 11 items.
- Costly arbitrage through pairs trading (Q1657539) (← links)
- Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- Profitability of a simple pairs trading strategy: recent evidences from a global context (Q2814671) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS (Q4596998) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)