Algorithmic Trading and Quantitative Strategies

DOI10.1201/9780429183942zbMATH Open1471.91010OpenAlexW3048476867MaRDI QIDQ5113832FDOQ5113832

Maxence Hardy, Daniel Nehren, Raja P. Velu

Publication date: 18 June 2020

Full work available at URL: https://doi.org/10.1201/9780429183942

zbMATH Keywords

univariate time series modelsdynamic portfolio managementstatistical trading strategies

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (5)

• A Leland model for delta hedging in central risk books
• A novel portfolio optimization method and its application to the hedging problem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic modelling of big data in finance

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