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- Publisher Website: 10.1007/s10957-022-02131-x
- WOS: WOS:000886333800001
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Article: Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach
Title | Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach |
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Authors | |
Issue Date | 2023 |
Citation | Journal of Optimization Theory and Applications, 2023, v. 196, p. 36--55 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/324769 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yu, F | - |
dc.contributor.author | Ching, WK | - |
dc.contributor.author | WU, C | - |
dc.contributor.author | Gu, J | - |
dc.date.accessioned | 2023-02-20T01:37:03Z | - |
dc.date.available | 2023-02-20T01:37:03Z | - |
dc.date.issued | 2023 | - |
dc.identifier.citation | Journal of Optimization Theory and Applications, 2023, v. 196, p. 36--55 | - |
dc.identifier.uri | http://hdl.handle.net/10722/324769 | - |
dc.language | eng | - |
dc.relation.ispartof | Journal of Optimization Theory and Applications | - |
dc.title | Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach | - |
dc.type | Article | - |
dc.identifier.email | Ching, WK: wching@hku.hk | - |
dc.identifier.authority | Ching, WK=rp00679 | - |
dc.identifier.doi | 10.1007/s10957-022-02131-x | - |
dc.identifier.hkuros | 343853 | - |
dc.identifier.volume | 196 | - |
dc.identifier.spage | 36 | - |
dc.identifier.isi | WOS:000886333800001 | - |