Mean-variance portfolio selection of cointegrated assets (Q550847)
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: Mean-variance portfolio selection of cointegrated assets |
scientific article; zbMATH DE number 5920224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection of cointegrated assets |
scientific article; zbMATH DE number 5920224 |
Statements
Mean-variance portfolio selection of cointegrated assets (English)
0 references
13 July 2011
0 references
cointegration
0 references
mean-variance portfolio theory
0 references
pairs trade
0 references
0 references
0 references
0 references
