Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints (Q6509874)
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scientific article from arXiv
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| English | Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints |
scientific article from arXiv |
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Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints (English)
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