Equilibrium pairs trading under delayed cointegration (Q2166010)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium pairs trading under delayed cointegration |
scientific article |
Statements
Equilibrium pairs trading under delayed cointegration (English)
0 references
23 August 2022
0 references
mean-variance portfolio
0 references
pairs trading
0 references
stochastic delay differential equation
0 references
time inconsistency
0 references
