Mousavi, A., & Michailidis, G. (2023). Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints.
Chicago Style (17th ed.) CitationMousavi, Ahmad, and George Michailidis. Statistical Proxy Based Mean-Reverting Portfolios with Sparsity and Volatility Constraints. 2023.
MLA (9th ed.) CitationMousavi, Ahmad, and George Michailidis. Statistical Proxy Based Mean-Reverting Portfolios with Sparsity and Volatility Constraints. 2023.
Warning: These citations may not always be 100% accurate.