Pages that link to "Item:Q1994134"
From MaRDI portal
The following pages link to Dynamic pairs trading using the stochastic control approach (Q1994134):
Displayed 33 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Costly arbitrage through pairs trading (Q1657539) (← links)
- Firm value and the impact of operational management (Q1732973) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
- On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)