Fingerprint
Dive into the research topics of 'Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach
Fenghui Yu, Wai Ki Ching, Chufang Wu*, Jia Wen Gu
*Corresponding author for this work
Research output: Contribution to journal › Article › Scientific › peer-review
1
Citation
(Scopus)
48
Downloads
(Pure)