[IEEE] Mean-Reverting Portfolio With Budget Constraint

dynamite15 Post time 6 day(s) ago | Show all posts |Read mode
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journal:IEEE Transactions on Signal Processing

Authors:Ziping Zhao; Daniel P. Palomar

Published date:2018-5-1

DOI:10.1109/tsp.2018.2799193

PDF link:https://ieeexplore.ieee.org/stampPDF/getPDF.jsp?arnumber=8272418

Article link:https://doi.org/10.1109/tsp.2018.2799193

Article Source:Institute of Electrical and Electronics Engineers (IEEE)


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