Pages that link to "Item:Q4971976"
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The following pages link to Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976):
Displaying 7 items.
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)