Generalized statistical arbitrage concepts and related gain strategies (Q6054359): Difference between revisions

@@ Property / DOI @@
-.1111/mafi.12300
@@ Property / DOI: 10.1111/mafi.12300 / rank @@
-Normal rank
@@ Property / cites work @@
+Statistical arbitrage in the US equities market
@@ Property / cites work: Statistical arbitrage in the US equities market / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal risk allocation problem
@@ Property / cites work: On the optimal risk allocation problem / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782354
@@ Property / cites work: Q2782354 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4892362
@@ Property / cites work: Q4892362 / rank @@
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Pairs trading
@@ Property / cites work: Pairs trading / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical arbitrage in the Black–Scholes framework
+Normal rank
@@ Property / cites work @@
+Additive portfolio improvement and utility-efficient payoffs
+Normal rank
@@ Property / DOI @@
+.1111/MAFI.12300
@@ Property / DOI: 10.1111/MAFI.12300 / rank @@
+Normal rank