Pages that link to "Item:Q6164088"
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The following pages link to Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088):
Displaying 11 items.
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- An optimal trading rule of a mean-reverting asset (Q618955) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Pairwise trade and coexistence of money and higher-return assets (Q2370514) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443) (← links)
- Algorithmic trading of co-integrated assets (Q2828051) (← links)
- OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS (Q4596998) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)