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Annals of Operations Research 2019 / 4

Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment

Naccarato, Alessia, Pierini, Andrea, Ferraro, Giovanna
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Journal:
Annals of Operations Research
DOI:
10.1007/s10479-019-03225-y
Date:
April, 2019
File:
PDF, 568 KB
2019
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