Pages that link to "Item:Q955479"
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The following pages link to Loss protection in pairs trading through minimum profit bounds: A cointegration approach (Q955479):
Displaying 10 items.
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Systematic risk in pairs trading and dynamic parameterization (Q2036933) (← links)
- Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
- A stochastic model for commodity pairs trading (Q4554248) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060) (← links)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)
- Pairs trading: optimal thresholds and profitability (Q5247270) (← links)