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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Optimal trading with cointegrated pairs of stocks
Yamada, Yuji
;
Primbs, James A.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 183-202)
.
2012
Persistent link: https://www.econbiz.de/10009573431
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2
A stochastic receding horizon control approach to constrained index tracking
Primbs, James A.
;
Sung, Chang Hwan
- In:
Asia-Pacific financial markets
15
(
2008
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10003757432
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