Trading strategies with copulas

Yolanda Stander; Daniël Marais; Ilse Botha

Crossref Citations

1. Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
Ziping Zhao, Rui Zhou, Daniel P. Palomar
IEEE Transactions on Signal Processing vol: 67 issue: 7 first page: 1681 year: 2019
doi: 10.1109/TSP.2019.2893862

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