TRADING MULTIPLE MEAN REVERSION (Q5066298)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: TRADING MULTIPLE MEAN REVERSION |
scientific article; zbMATH DE number 7499768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TRADING MULTIPLE MEAN REVERSION |
scientific article; zbMATH DE number 7499768 |
Statements
TRADING MULTIPLE MEAN REVERSION (English)
0 references
29 March 2022
0 references
portfolio optimization
0 references
dynamic portfolio optimization
0 references
optimal trading
0 references
statistical arbitrage
0 references
relative value trading
0 references
tactical asset allocation
0 references
Ornstein-Uhlenbeck process
0 references
mean-reversion
0 references
hedging
0 references
0 references
0 references
