Pages that link to "Item:Q2166010"
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The following pages link to Equilibrium pairs trading under delayed cointegration (Q2166010):
Displaying 6 items.
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Pairwise trade and coexistence of money and higher-return assets (Q2370514) (← links)
- Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Deep impulse control: application to interest rate intervention (Q6546315) (← links)