Mean-variance portfolio selection of cointegrated assets (Q550847)
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scientific article; zbMATH DE number 5920224
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean-variance portfolio selection of cointegrated assets |
scientific article; zbMATH DE number 5920224 |
Statements
Mean-variance portfolio selection of cointegrated assets (English)
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13 July 2011
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cointegration
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mean-variance portfolio theory
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pairs trade
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0.8346648216247559
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0.8088116645812988
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0.7999885082244873
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0.796109139919281
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0.7926307320594788
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