Research on a stock-matching trading strategy based on bi-objective optimization
Haican Diao, Guoshan Liu and Zhuangming Zhu
| Year of publication: |
2020
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|---|---|
| Authors: | Diao, Haican ; Liu, Guoshan ; Zhu, Zhuangming |
| Published in: |
Frontiers of business research in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-7326, ZDB-ID 2388653-5. - Vol. 14.2020, 1, p. 90-103
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| Subject: | Pairs trading | Bi-objective optimization | Minimum distance method | Quadratic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1186/s11782-020-00076-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262390