Johansson, K., Schmelzer, T., & Boyd, S. (2024). Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization.
Cita Chicago Style (17a ed.)Johansson, Kasper, Thomas Schmelzer, y Stephen Boyd. Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. 2024.
Cita MLA (9a ed.)Johansson, Kasper, et al. Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. 2024.
Precaución: Estas citas no son 100% exactas.