Equilibrium pairs trading under delayed cointegration (Q2166010): Difference between revisions
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Revision as of 06:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium pairs trading under delayed cointegration |
scientific article |
Statements
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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