Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment |
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Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (English)
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8 November 2021
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Markowitz portfolio
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pairs trading
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cointegration
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vector error correction model
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