Pages that link to "Item:Q2953311"
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The following pages link to PAIRS TRADING OF TWO ASSETS WITH UNCERTAINTY IN CO-INTEGRATION'S LEVEL OF MEAN REVERSION (Q2953311):
Displaying 16 items.
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- The value of knowing the market price of risk (Q2241058) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Pairwise trade and coexistence of money and higher-return assets (Q2370514) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
- EMA-type trading strategies maximize utility under partial information (Q6105379) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)
- Pairs trading with topological data analysis (Q6492031) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift (Q6644365) (← links)