Pages that link to "Item:Q492113"
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The following pages link to Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113):
Displaying 19 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Loss protection in pairs trading through minimum profit bounds: A cointegration approach (Q955479) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
- Algorithmic trading of co-integrated assets (Q2828051) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- (Q4624434) (← links)
- Time series momentum trading strategy and autocorrelation amplification (Q4683079) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
