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Article: Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach

TitleOptimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach
Authors
Yu, FChing, WKWU, CGu, J
Issue Date2023
Citation
Journal of Optimization Theory and Applications, 2023, v. 196, p. 36--55 How to Cite?
DOI: http://dx.doi.org/10.1007/s10957-022-02131-x
Persistent Identifierhttp://hdl.handle.net/10722/324769
ISI Accession Number ID
WOS:000886333800001

 

DC FieldValueLanguage
dc.contributor.authorYu, F-
dc.contributor.authorChing, WK-
dc.contributor.authorWU, C-
dc.contributor.authorGu, J-
dc.date.accessioned2023-02-20T01:37:03Z-
dc.date.available2023-02-20T01:37:03Z-
dc.date.issued2023-
dc.identifier.citationJournal of Optimization Theory and Applications, 2023, v. 196, p. 36--55-
dc.identifier.urihttp://hdl.handle.net/10722/324769-
dc.languageeng-
dc.relation.ispartofJournal of Optimization Theory and Applications-
dc.titleOptimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach-
dc.typeArticle-
dc.identifier.emailChing, WK: wching@hku.hk-
dc.identifier.authorityChing, WK=rp00679-
dc.identifier.doi10.1007/s10957-022-02131-x-
dc.identifier.hkuros343853-
dc.identifier.volume196-
dc.identifier.spage36-
dc.identifier.isiWOS:000886333800001-

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