Optimizing a basket against the efficient market hypothesis
From MaRDI portal
Publication:5746739
DOI10.1080/14697688.2012.723821zbMath1280.91194arXiv1006.5230OpenAlexW3122230068MaRDI QIDQ5746739
Frederic Abergel, Mauro Politi
Publication date: 8 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.5230
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