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Relative Robust Portfolio Optimization with benchmark regret
Simões, Gonçalo, (2018)
A general framework for portfolio theory : part I: theory and various models
Maier-Paape, Stanislaus, (2018)
Estimating a regime switching pairs trading model
Elliott, Robert J., (2018)
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
Aldrich, Eric M., (2010)
Fernandez-Villaverde, Jesus, (2010)
Relative spread and price discovery
Aldrich, Eric M., (2018)