Optimal trading with cointegrated pairs of stocks
Yuji Yamada and James A. Primbs
| Year of publication: |
2012
|
|---|---|
| Authors: | Yamada, Yuji ; Primbs, James A. |
| Published in: |
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011. - Singapore : World Scientific, ISBN 981-4407-32-1. - 2012, p. 183-202
|
| Subject: | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573431