Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance (Q4631459)
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scientific article; zbMATH DE number 7045389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance |
scientific article; zbMATH DE number 7045389 |
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Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance (English)
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29 March 2019
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