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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Operations research letters"
~person:"Wong, Hoi Ying"
~subject:"Volatilität"
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Wong, Hoi Ying
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In Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI '20), 2020
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Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
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2
Mean-variance principle of managing cointegrated risky assets and random liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
41
(
2013
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10009720178
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