Risk control of mean-reversion time in statistical arbitrage (Q3119660)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk control of mean-reversion time in statistical arbitrage |
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Risk control of mean-reversion time in statistical arbitrage (English)
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12 March 2019
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mean-reversion time
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statistical arbitrage
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portfolio selection
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market neutrality
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principal components
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factor models
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residuals
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