Identifying small mean-reverting portfolios (Q3169214)

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scientific article
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English
Identifying small mean-reverting portfolios
scientific article

    Statements

    title
    Identifying small mean-reverting portfolios (English)
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    publication date
    28 April 2011
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    describes a project that uses
    DSPCA
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    SeDuMi
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G70
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    91G10
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    90C90
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    zbMATH DE Number
    5881845
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    OpenAlex ID
    W2142141874
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    arXiv ID
    0708.3048
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