Pages that link to "Item:Q2679556"
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The following pages link to Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556):
Displaying 15 items.
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598) (← links)
- An optimal pairs-trading rule (Q2350749) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← 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 Opportunity Cost (Q5416556) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)