Identifying small mean-reverting portfolios (Q3169214)

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Identifying small mean-reverting portfolios
scientific article

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    title
    Identifying small mean-reverting portfolios (English)
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    publication date
    28 April 2011
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    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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    describes a project that uses
    DSPCA
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    SeDuMi
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    OpenAlex ID
    W2142141874
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