"Statistical arbitrage portfolio construction based on preference relations."

Fredi Saric et al. (2024)

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DOI: 10.1016/J.ESWA.2023.121906

access: closed

type: Journal Article

metadata version: 2023-12-10

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Fredi Saric, Stjepan Begusic, Andro Mercep, Zvonko Kostanjcar:
Statistical arbitrage portfolio construction based on preference relations. Expert Syst. Appl. 238(Part C): 121906 (2024)

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