Pages that link to "Item:Q2241057"

The following pages link to Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057):

Displaying 2 items.

• Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
• A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)