Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Equilibrium pairs trading under delayed cointegration - MaRDI portal

Equilibrium pairs trading under delayed cointegration (Q2166010)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Equilibrium pairs trading under delayed cointegration
scientific article

    Statements

    title
    Equilibrium pairs trading under delayed cointegration (English)
    0 references
    author
    Tingjin Yan
    0 references
    Hoi Ying Wong
    0 references
    published in
    Automatica
    0 references
    publication date
    23 August 2022
    0 references
    zbMATH Keywords
    mean-variance portfolio
    0 references
    pairs trading
    0 references
    stochastic delay differential equation
    0 references
    time inconsistency
    0 references
    cites work
    Q5296661
    0 references
    Q3562478
    0 references
    Q5312885
    0 references
    Q4706967
    0 references

    Identifiers

    zbMATH DE Number
    7574319
    0 references
    OpenAlex ID
    W4288080361
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2166010&oldid=36844908"
    Powered by MediaWiki