Equilibrium pairs trading under delayed cointegration (Q2166010)

From MaRDI portal
Revision as of 00:14, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Equilibrium pairs trading under delayed cointegration
scientific article

    Statements

    title
    Equilibrium pairs trading under delayed cointegration (English)
    0 references
    author
    Tingjin Yan
    0 references
    Hoi Ying Wong
    0 references
    published in
    Automatica
    0 references
    publication date
    23 August 2022
    0 references
    zbMATH Keywords
    mean-variance portfolio
    0 references
    pairs trading
    0 references
    stochastic delay differential equation
    0 references
    time inconsistency
    0 references

    Identifiers

    zbMATH DE Number
    7574319
    0 references
    OpenAlex ID
    W4288080361
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2166010&oldid=32342468"
    Powered by MediaWiki