Model Predictive Control for Optimal Pairs Trading...

Model Predictive Control for Optimal Pairs Trading Portfolio with Gross Exposure and Transaction Cost Constraints

Yamada, Yuji, Primbs, James A.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-017-9236-z
Date:
December, 2017
File:
PDF, 633 KB
english, 2017
Conversion to is in progress
Conversion to is failed