Statistical arbitrage: factor investing approach (Q6201542)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Statistical arbitrage: factor investing approach |
scientific article; zbMATH DE number 7807642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage: factor investing approach |
scientific article; zbMATH DE number 7807642 |
Statements
Statistical arbitrage: factor investing approach (English)
0 references
21 February 2024
0 references
statistical arbitrage
0 references
factor models
0 references
trading strategies
0 references
geometric Brownian motion
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
