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    Finding moving-band statistical arbitrages via convex–concave optimization

    New search for: Johansson, Kasper
    New search for: Schmelzer, Thomas
    New search for: Boyd, Stephen

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    Finding moving-band statistical arbitrages via convex–concave optimization

    New search for: Johansson, Kasper
    New search for: Schmelzer, Thomas
    New search for: Boyd, Stephen

    Access

    Check access
    Check availability in my library
    Order at Subito €

    Finding moving-band statistical arbitrages via convex–concave optimization

    New search for: Johansson, Kasper
    New search for: Schmelzer, Thomas
    New search for: Boyd, Stephen

    Access

    Check access
    Check availability in my library
    Order at Subito €

    Access

    Check access
    Check availability in my library
    Order at Subito €

    Page navigation

    Document information
    Similar titles

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    Document information
    Title:

    Finding moving-band statistical arbitrages via convex–concave optimization

    Additional title:

    Optim Eng

    Contributors:

    Johansson, Kasper (author) / Schmelzer, Thomas (author) / Boyd, Stephen (author)

    Published in:

    Optimization and Engineering

    Publication date:

    2024-10-21

    ISSN:

    1573-2924

    DOI:

    https://doi.org/10.1007/s11081-024-09933-0

    Type of media:

    Article (Journal)

    Type of material:

    Electronic Resource

    Language:

    English

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