Equilibrium pairs trading under delayed cointegration (Q2166010): Difference between revisions

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Latest revision as of 23:15, 29 July 2024

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Equilibrium pairs trading under delayed cointegration
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    Equilibrium pairs trading under delayed cointegration (English)
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    23 August 2022
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    mean-variance portfolio
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    pairs trading
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    stochastic delay differential equation
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    time inconsistency
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