"Mean-Reverting Portfolio With Budget Constraint."

Ziping Zhao, Daniel P. Palomar (2018)

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DOI: 10.1109/TSP.2018.2799193

access: closed

type: Journal Article

metadata version: 2023-09-30

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Ziping Zhao, Daniel P. Palomar:
Mean-Reverting Portfolio With Budget Constraint. IEEE Trans. Signal Process. 66(9): 2342-2357 (2018)

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