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"Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization."

Kasper Johansson, Thomas Schmelzer, Stephen Boyd (2024)

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DOI: 10.48550/ARXIV.2402.08108

access: open

type: Informal or Other Publication

metadata version: 2024-02-16

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  - journals/corr/abs-2402-08108
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  - https://dblp.org/rec/journals/corr/abs-2402-08108
Kasper Johansson, Thomas Schmelzer, Stephen Boyd:
Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. CoRR abs/2402.08108 (2024)

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