Statistical arbitrage: factor investing approach (Q6201542): Difference between revisions
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Latest revision as of 19:24, 30 December 2024
scientific article; zbMATH DE number 7807642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage: factor investing approach |
scientific article; zbMATH DE number 7807642 |
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Statistical arbitrage: factor investing approach (English)
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21 February 2024
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statistical arbitrage
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factor models
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trading strategies
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geometric Brownian motion
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Monte Carlo simulation
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