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"Optimal Pairs Trading Strategies: A Stochastic Mean-Variance Approach."

Feng-Hui Yu et al. (2023)

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DOI: 10.1007/S10957-022-02131-X

access: closed

type: Journal Article

metadata version: 2023-01-16

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  dblp key:
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  - https://dblp.org/rec/journals/jota/YuCWG23
Feng-Hui Yu, Wai-Ki Ching, Chufang Wu, Jia-Wen Gu:
Optimal Pairs Trading Strategies: A Stochastic Mean-Variance Approach. J. Optim. Theory Appl. 196(1): 36-55 (2023)

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