A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Johansson, Kasper, Schmelzer, Thomas, Boyd, Stephen
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2412.02660