The following pages link to An optimal pairs-trading rule (Q2350749):
Displaying 19 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
