Mousavi, A., & Michailidis, G. (2023). Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints.
Style de citation Chicago (17e éd.)Mousavi, Ahmad, et George Michailidis. Statistical Proxy Based Mean-Reverting Portfolios with Sparsity and Volatility Constraints. 2023.
Style de citation MLA (9e éd.)Mousavi, Ahmad, et George Michailidis. Statistical Proxy Based Mean-Reverting Portfolios with Sparsity and Volatility Constraints. 2023.
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